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4301ParabolicHigherD08

4301ParabolicHigherD08 - Lecture#3(Part B 17 September 2008...

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Applied Mathematics 4301: Numerical Methods for PDEs Parabolic Systems in 2D & 3D Lecture #3 (Part B) 17 September 2008 Wed aft. 4:10-6:40 S. W. Mudd Bldg. 1024 Prof. David Keyes, instructor S. W. Mudd Bldg. 215 [email protected] Yan Yan, teaching assistant [email protected]
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Lecture plan Model parabolic problem (linear, homogeneous, Dirichlet) – with eigenfunction expansion solution Explicit FD method – discretization & marching solution – truncation error analysis – stability and convergence analysis Implicit and Weighted FD methods – discretization and dimensional splittings – stability analysis Generalizations of the model problem – complex geometry – anisotropy
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