Math 809

 

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Syllabus: Click here for details in a PDF file

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Course: Math 809, Numerical Methods for Partial Differential Equations III, MWF 12:30pm @BE130

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Texts: Numerical Methods for Conservation Laws. LeVeque

bulletHandout: MATLAB Overview (MO)
bulletTopics: derivation of conservation laws, weak solutions, viscosity solution, entropy condition, Riemann problem, numerical schemes: Godunov, Lax-Friedrich, Lax-Wendroff, ENO, etc
bulletOffice Hours: MW 1:30-2:30pm @MW410 and by appointment
bulletGrading: HW(60%),class participation(10%),and final project(30%)
bullet Policy: Late Homework and project will be no credit.
bulletTentative Schedule: updated regularly

 

 

 

Monday Wednesday Friday
Mar 30

Introduction to Scalar Hyperbolic Equations:

Derivation

Definition of hyperbolic equations

 

Apr 1

Linear Advection Equation,

Burger Equation,

Method of Characteristics

Domain of dependence

Range of Influence

Weak Solution

 

Apr 3

Numerical Method:

1st Order Upwind

Apr 6

Numerical Method:

Lax-Wendroff

2nd Upwind

for u_t+ a u_x = 0

ENO for u_t + a u_x = 0

Lax-Friedrich Scheme

HW1

Apr 8

Riemann Problem

Shock speed

Apr 10

Entropy Conditions for Discontinuity

Apr 13

Entropy Condition based on the spreading of characteristics

HW2
Apr 15

Manipulating Conservation Laws

Entropy Functions

Apr 17

Some Scalar Example:

Traffic Flow

Sound Speed

Apr 20

Two Phase Flow

Shallow Water Eqns

HW3
Apr 22

Numerical Method for Linear System Equations

Backward Euler, Lax-Friedrichs, Lax-Wendroff, and Upwind

Apr 24

Local Truncation Error

Stability

The Lax Equivalence Theorem

 


Apr 27

Conservative Methods for Nonlinear Problems

Apr 29

Consistency

HW4

May 1

Discrete Conservation

 

May 4

The Lax-Wendroff Theorem

May 6

Godunov's Method

HW5
May 8

Discrete entropy condition

 

May 11

Compactness

May 13

Total variation stability

HW6
May 15

l_1-contracting numerical methods

May 18

Monotone methods

May 20

Higher Order Scheme

HW7
May 22

flux limiter

May 25

Memorial Day: no class

May 27

slope limiter

May 29

slope limiter for nonlinear eqnationHW8

Jun 1

2D simulation

Jun 3

Central Scheme and Spectral Difference

Jun 5

ENO, WENO, Spectral Volume, DG

Jun 8

Final Presentation: 11:30pm-1:18pm

Final Exams week

Jun 10

Final Exams Week

Jun 12

Final Exams Week