3450:730 Advanced Numerical Solution of Partial Differential Equations
Spring 2012


Policy sheet
Course outline
Spring Schedule -- subject to updates

Homework Sets

Homework 1, due Thursday 12 January
Homework 2, due Thursday 19 January
  Sample1.f (standard format for explicit codes)
  Sample2.f (standard format for explicit codes with memory saving and intermediate outputs)
Homework 3, due Thursday 26 January
Homework 4 and 5, due Tuesday 31 January
Homework 6,7,8, due Thursday 2 February
Homework 9, due Tuesday 7 February
Homework 10, due Thursday 23 February
Homework 11, due Thursday 22 March
Homework 12, 13, due Thursday 5 April
Homework 14, due Tuesday 17 April

Computer Projects

CP1: Crank-Nicolson, due Thursday 16 February
CP2: Nonlinear Parabolic Equation, Crank-Nicolson with Successive Approximations, due Tuesday 6 March
CP3: Block SOR, due Thursday 12 April
CP4: Kurganov-Tadmor MUSCL, due Tuesday 24 April

FORTRAN Issues

The Force 2.0 FORTRAN compiler
Information about installing Windows applications on a Mac
A FORTRAN manual
FORTRAN programming issues
How to write to a file in FORTRAN
Building the spatial grid in a code
Saving memory in arrays
Handling the time variable
Creating file names to save data
Routines chan3 and ooutfn for cut and paste
Handling different cases in a code
A tridiagonal solver (FORTRAN)
A tridiagonal solver (C)
Using the tridiagonal solver
A barebones pentadiagonal solver
MATLAB file to input a 2d array for line plotting
MATLAB file to input a set of 2d files for multiple line plotting
MATLAB file to input a 3d array for surface plotting

Chapter 1 Introduction and Notation

MATLAB example of instability

Chapter 2 Parabolic PDEs

Crank-Nicolson, ghost points versus row reduction
2d parabolic code, full Gauss Elimination
2d parabolic code, block SOR
MATLAB example of SOR iteration
  Bottom BC
  Top BC
  Left BC
  Right BC

Chapter 3 Hyperbolic PDEs

MATLAB example of travelling waves
  First wave
  Second wave

MATLAB example of a discontinuity in an advection equation

MATLAB example of numercial dispersion

MATLAB example of physical dispersion with numercial dispersion

MATLAB example of dispersion in the upwind scheme
  Exact solution
  function file for upwind scheme movie (MATLAB)

Lele JCP 1992 Compact Finite Difference Schemes with Spectral-like Resolution
MUSCL code