Linear and quasilinear first order PDE. The method of characteristics. Conservation laws and propagation of shocks. Basic theory for three classical equations of mathematical physics (in all spatial ...

In many careers, a person must learn foundational skills before advancing deeper into their profession. Computer programmers need a solid foundation in basic mathematics; nurses must gain clinical ...

Mathematical approaches for numerically solving partial differential equations. The focus will be (a) iterative solution methods for linear and non-linear equations, (b) spatial discretization and ...

Covers finite difference, finite element, finite volume, pseudo-spectral, and spectral methods for elliptic, parabolic, and hyperbolic partial differential equations. Prereq., APPM 5600. Recommended ...

SIAM Journal on Numerical Analysis, Vol. 46, No. 5 (2008), pp. 2411-2442 (32 pages) This work proposes and analyzes an anisotropic sparse grid stochastic collocation method for solving partial ...