PDE and Numerical Methods

MA 2160PDE and Numerical Methods 3--3SMA

First order linear and non-linear PDEs, Classification of linear second order PDE; Reduction to canonical forms. Solution of first order equations.
Important partial differential equations – Wave, Laplace, Poisson and diffusion equations and their solutions. Green function and application.
Numerical integration. Numerical solutions of ODEs and PDEs.

E. Kreyszig : Advanced Engineering Mathematics, Wiley Eastern, 1990.
Ian Sneddon : Elements of Partial Differential Equations – McGraw-Hill, 1960.