Fast PDE/IE course, Skoltech, Spring 2015

Midterm study guide

For the midterm you should be able to:

  1. Finite differences (FD)
    • write down basic FD approximations to differential operators, equations, and boundary/initial conditions
    • determine the order of approximation (and prove)
    • judge whether an initial-value problem is stable (or for what parameters it is stable)
    • understand how to implement FD on a computer
  2. Finite elements (FE)
    • fomulate a (boundary-value problem for a) PDE in a weak form
    • formulate a FE problem, finite element space (piecewise linear functions)
    • write down the stiffness matrix in simple cases
    • understand how to implement FE on a computer
  3. Spectral methods (SM)
    • formulate a spectral method for a given PDE
    • write down the stiffness matrix in simple cases
    • understand how to implement SM on a computer
  4. Multigrid
    • understand the idea of multigrid: smoothing, restriction, prolongation
    • understand how to choose the $A_h$ operators on a coarse grid from a fine grid
    • formulate the smoothing property in terms of high/low frequences

In [1]:
from IPython.core.display import HTML
def css_styling():
    styles = open("./styles/alex.css", "r").read()
    return HTML(styles)
css_styling()


Out[1]: