Class

Date Topics
Meeting
Lecture #1

 INTRODUCTION TO MEM 592

The concept of mathematical modeling; the 2 topics to be
covered; Initial and Boundary Value Problems; the solution to
DEs; notation and definitions.
1 01/08/2015  Topic 1: Analytical & Numerical Solution of ODEs

A. 1st Order ODEs (Part I):

i) Graphical Solutions using Direction Fields
ii) Analytical Solutions: Separable, Exact, Linear and
Bernoulli type ODEs
 Reading: Chapter 1
 Homework 1 posted after class.

Lecture #2

A. 1st Order ODEs (Part II):

iii) Numerical Solutions: Definitions of global and
truncation errors, convergence, accuracy, 1-step
1st, 2nd and 4th order methods, multi-step, explicit
and implicit methods, stability, consistency
2 01/15/2015 accuracy. Euler, Backward Euler, Trapezoid rule,
Runge-Kutta, Adams-Bashford, and Adams-
Moulton methods. Comparison between explicit
and implicit methods.
iv) MATLAB introduction and examples.
 Reading: Chapter 21 (21.1 and 21.2)
 Homework 2 posted after class.

Lecture #3

B. High Order Linear ODEs (LODEs):

 Definition and connection with 1st order linear
ODEs. Differential operator. General solution as a
superposition of linearly independent solutions.
3 01/22/2015 Wronskian.
 Homogeneous LODEs with constant coefficients.
Characteristic equation and general solution.
 Non-homogeneous LODEs with constant
coefficients. i) Method of Undetermined
Coefficients (MUC). Method of Variation of
Parameters (MVP).

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 C. Systems of ODEs:
 Conversion of a 2nd order ODE to a system of
two 1st order ODEs. Generalization to n-th order
ODEs.
 Systems of 1st order ODEs.
 Numerical implementation. Examples in
MATLAB.
 Reading: Chapters 2-4
 Homework 3 posted after class

Lecture #4

D. Boundary Value Problems (BVPs) with ODEs (Part I):

 Definition of the standard 2nd-order BVP and its
analytical solution.
 The Shooting method. Graphical Explanation.
Derivation. Numerical Implementation in the case
4 01/29/2015 of linear and non-linear BVPs. Picard's and
Newton's method for initial guessing and its
updating. Convergence characteristics. Analytical
and numerical examples.
 Lectures #1-4 review. Examples solved in class and Q&A
for Week 5 midterm.
 Reading: Class notes.
 Homework 4 posted after class.

5 02/05/2015 MIDTERM
Lecture #5

D. Boundary Value Problems (BVPs) with ODEs (Part II):

 The Finite Difference Approximation. Examples
of forward, backward and central schemes.
Applications to solve 2nd order BVPs. Analytical
and numerical examples solved in class.

E. APPROXIMATION TECHNIQUES FOR SOLVING DEs
(Part I)
6 02/12/2015  Definition of approximation techniques and
comparison with already presented numerical
methods. The concept of trial functions and
reference to I) The Method of Weighted
Residuals: spectral (method of moments,
subdomain and least squares method) and local
methods (collocation, TAU and Galerkin
methods).
 Reading: Class Notes
 Homework 5 posted after class.

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 Lecture #6

E. APPROXIMATION TECHNIQUES FOR SOLVING DEs

(Part II)

 Continuation of I) from Lecture #5

 II) The Weak Formulation. III) The concept of
piecewise continuous trial functions. IV) The
Finite Element Formulation. V) The Variational
method.
 Examples solved in class that use combinations
of the techniques I-V defined above.
 THE FINITE ELEMENT METHOD: Physical
motivation: differential equations as governing
equations in mathematical modeling.
7 02/19/2015  Variational formulation revisited. Connection with
the weak formulation. Uniqueness of solution.
Connection with finite dimensions and proof of
the solution as a linear combination of the
solution at the nodes.
 Standard form of the 1-D FEM. The resulting
linear system of equations. Example solved in
class and comparison with FDM. Extension
including Hilbert spaces.
 FEM for non-linear BVP involving ODEs. Step-
by-step derivation. Concept of isoparametric
mapping. Local versus global contribution and
synthesis of the global system.
 Reading: Class Notes
 Homework 6 posted after class.

Lecture #7

 Topic 2: Analytical & Numerical Solution of PDEs

A. Analytical Solutions of PDEs (Part I):

 Definition and interpretation. Examples of PDEs
in Engineering. General concept of solution to
PDEs. Analytical solution of PDEs using the
8 02/26/2015 method of separation of variables and the use of
Fourier series.
 Reading: 12.1, 12.2, 12.3, 12.6 for PDEs and their
solution using method of superpositions. 11.1 and 11.2 for
Fourier Series.
 Homework #7 posted after class.

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 Lecture #8

A. Analytical Solutions of PDEs (Part II):

 Generalization of the solution to PDEs via the
concept of characteristic solutions. Method of
characteristics. Classification of PDEs to
Hyperbolic, Parabolic and Elliptic. The
characteristic equation for PDEs. Analytical
examples.
9 03/05/2015  Extension to 2-D PDEs. The Laplace equation.

B. Numerical Solutions of PDEs:
 Numerical solution of PDEs using the Finite
Difference Method (FDM) for parabolic,
hyperbolic and elliptic PDEs.
 The FEM for PDEs
 Reading: 12.4, 12.6 and 21.4, 21.5, 21.6, 21.7
 Homework 8 posted after class.

Lecture #9
10 03/12/2015 Green's Functions
Course Review
FINAL
11 03/19/2015  
 

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