MATH 286 - Numerical Analysis

Partial differential equations are the key mathematical tool for describing
many physical processes involving functions of several variables.  Most such
real-world problems cannot be solved with the help of classical PDE methods. 
We need algorithms that can be run on a computer. This topic is so important
that, despite 50 years of research, the search for even faster and more
accurate methods continues.

The purpose of this course is to acquaint the student with some of the best
available numerical methods for solving BVP's.  Both finite difference and
variational methods are treated.  

The course can be considered as a natural sequel to our introductory course
in numerical mathematics, MATH 226 (which is also cross listed as CS 255). 
The main prerequisite is Math 226 or some other basic numerical analysis
course, but some familiarity with PDE's  would be useful (although classical
methods for exact solution of BVP's will not play much of a role other than
to serve to create test examples).  Students should have good programming
skills in order to write programs testing various methods. The course is open
to both advanced undergraduates and graduate students.

The course is a must for students who want to solve real-world problems in
any area of science or engineering, but the methods treated here also find
applications in a variety of other fields, ranging from Business to Medicine.