Difference equations; introductory example. Difference operators. Summation operator. Formulation of difference equations. Truncation error. Analytical solutions of difference equations. Partial differential equations. Finite difference approximations. Stability of solutions of difference equations. Numerical solution of differential equations. Numerical integration of ordinary differential equations. Gauss quadrature. Partial differential equations. Hyperbolic, parabolic, and elliptic operators. Numerical solution using finite differences. Von Neumann stability analysis. Matrix representations of computational algorithms for partial differential equation problems.

Credits: 3.0 (three)