NUMERICAL METHODS FOR PARTIAL DIFFERENTIAL EQUATIONS

This is course is on use of numerical schemes with  emphasis in the solution of Partial Differential Equations, more especially  using Finite Differences.  It considers also  Spectral Methods. The course covers the numerical solution of elliptic, hyperbolic, and parabolic equations.   The instructor can make a review,  briefly, of  the solution of linear systems of equations, with emphasis in Fast Poisson solvers, such as solution by Fast Fourier Transform. During the course illustrations can be made using  the methods studied with applications from different areas, such as Fluid Dynamics.  The course will have a strong theoretical component and computation element that will involve some programming in Matlab