ECCE 754 Computational Prototyping of Partial Differential Equations
This course covers the theory, algorithms, and best programming practices for the numerical solution of partial differential equations. The course will draw examples from a variety of disciplines, including fluid dynamics, heat and mass transfer, electromagnetics, solid mechanics, and mathematical finance. Algorithms covered include: finite-difference schemes, finite-element methods, boundary-element methods, and random-walk methods. One distinguishing feature of this course is a semester-long project that will result in the implementation of a full, working PDE solver and its application to a computational problem in the student’s area of PhD research.