Graduate Students
Graduate Programs     
Graduate Home Ph D Programs Masters Degree Ph D Program Requirements Course Descriptions Current Courses Admissions Current Graduate Students Graduate Student Seminar SIAM Chapter Seminar Recent Graduates Incoming Students

Apply Now
Graduate Courses

21-661
Numerical Solution of Partial Differential Equations I
6 units

Forming and solving elliptic difference equations. Relaxation, conjugate gradient and multigrid solution algorithms. Discrete maximum principles and error estimates. Explicit and implicit difference schemes for parabolic equations and systems. Stability of difference schemes. Parabolic free boundary problems. Stefan problems. Stochastic algorithms.