| 1 | Chapter 1. Classification of Partial Differential Equations - Second-order linear PDE, Elliptic PDE, Parabolic PDE, Hyperbolic PDE |
| 2 | Chapter 1. Classification of Partial Differential Equations - Systems of equations, Initial and boundary conditions |
| 3 | Chapter 2. Basic Discretizations and Linear Stability - Basic discretization options, Finite difference approximations, Basic temporal discretizations |
| 4 | Chapter 2. Basic Discretizations and Linear Stability - Basic discretization options, Finite difference approximations, Basic temporal discretizations |
| 5 | Chapter 2. Basic Discretizations and Linear Stability - Linear stability analysis, CFL condition, Lax’s equivalence theorem |
| 6 | Chapter 3. Model Equation I : Heat Equation (Parabolic PDE) - Basic implicit and explicit schemes, DuFort-Frankel scheme, Stability analysis |
| 7 | Chapter 3. Model Equation I : Heat Equation (Parabolic PDE) - Multi-dimensional cases, Basic discretization, Fractional step method, ADI, AF-ADI |
| 8 | Chapter 4. Model Equation II : Laplace Equation (Elliptic PDE) - Basic discretization, Matrix inverse problem, Direct method, Tri-diagonal matrix inverse algorithm |
| 9 | Chapter 4. Model Equation II : Laplace Equation (Elliptic PDE) - Iteration(relaxation) method, Convergence analysis, Stability analysis, Jacobi method, Gauss-Seidel method |
| 10 | Chapter 4. Model Equation II : Laplace Equation (Elliptic PDE) - Over-relaxation method, Stability analysis, Multigrid method |
| 11 | Chapter 5. Model Equation Ⅲ : Advection Equation (Hyperbolic PDE) - Definition of hyperbolic PDE, Basic theory of scalar conservation law, Finite volume discretization |
| 12 | Chapter 5. Model Equation Ⅲ : Advection Equation (Hyperbolic PDE) - Numerical schemes for hyperbolic PDE (Lax-Friedrich scheme, Upwind method for advection, Lax-Wendroff scheme) |
| 13 | Chapter 5. Model Equation Ⅲ : Advection Equation (Hyperbolic PDE) - Numerical schemes for hyperbolic PDE (MacCormack scheme, Beam-Warming scheme, Crank-Nicolson scheme), Multi-step method & Multi-stage Runge-Kutta method |
| 14 | Chapter 6. Non-linear Stability & Hyperbolic PDE - Non-linear scheme, Gibbs phenomenon, Godunov’s barrier theorem on monotonicity, Total variation concept |
| 15 | EDISON Programming for Term Project |