[1] General Introduction to PDEs
- Is (*) PDE linear? quasilinear? nonlinear?
- Is (*) PDE elliptic? parabolic? hyperbolic?
- When is a PDE well posed?
- What are the characteristics of this PDE?
- Are the boundary conditions specified correctly?
- How do the characteristics help determine if a PDE is well posed?
- What is the domain of dependence?
- What is the range of influence?
- Is (*) an advection equation?
- Is (*) the Laplace equation? a heat equation? a wave equation?
[2] M&M Parabolic in 1D
- Derive the analytical solution for the 1D Heat equation
- Write down the forward/backward/centered difference approximation
- Derive the local accuracy of a finite difference method
- Write down the theta method.
- For which theta is this method explicit?
- For which theta is this method unconditionally stable?
- For which theta is this method second-order accurate?
- Derive the local truncation error
- Is (*) finite difference method stable?
- Show (*) is stable using Fourier analysis
- Does (*) method have a maximum principle?
- Show (*) converges globally using a maximum principle.
- Are (*) boundary conditions Dirichlet? Neumann? Robin?
- Compute one step with method (*).
[3] M&M Parabolic in higher dimensions
- What is the ADI method?
- How stable/accurate/expensive is the ADI method?
- How does the ADI method compare to Crank Nicolson?
- How does the Explicit method compare to ADI and Crank Nicolson?
- Write down a finite difference approximation at a curved boundary.
- Compute the stability condition for method (*) using Fourier
- How sparse is the linear system solve for ADI and Crank Nicolson?
[4] M&M Hyperbolic Problems
- What is the upwind method for a quasilinear advection equation?
- How about the Lax-Wendroff method?
- What are the characteristics?
- What is the Courant-Friedrich-Lewy (CFL) condition?
- What is the domain of dependence?
- Compute the stability condition of (*) using Fourier
- What happens when characteristics cross?
- Write (*) PDE in conservation form.
- What equation does the weak solution satisfy?
- What is the shock speed for the weak solution?
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[6] M&M Elliptic Problems
- Write down a finite difference method for Laplace/Poisson
- What is the local order of accuracy of (*) method?
- What is the sparse structure of the system of equations?
- Prove global convergence for centered difference
for Poisson on a square domain with Dirichlet boundary conditions.
- For a general elliptic problem, what four conditions must be satisfied to prove convergence using Theorem 6.1?
- What is the global accuracy with curved boundaries (without proof)?
- What about Neumann boundary conditions (without proof)?
[1] A&B Quadratic Functionals
- What is a functional?
- What is a quadratic functional?
- What is a stationary point?
- What is a (strong) local/global minimizer?
- Compute the directional derivative of (*) functional
[2] A&B Variational Formulation I
- Derive the weak form of (*) in strong form
- Derive the Euler-Lagrange equations for (*) functional
- What is the Gauss divergence theorem?
- Integrate the 2d/3d integral (*) by parts to get the weak form.
- How do boundary conditions in the minimization form translate to boundary conditions in the strong form?
- Which boundary conditions are "natural" in minimization form?
- Which boundary conditions are "essential"?
[3] A&B Variational Formulation II
- Is (*) a vector space?
- Is (*) an inner product?
- Is (*) a norm?
- What is a Cauchy sequence?
- What is a Hilbert Space?
- When is a space "complete"?
- What is L2
- What is the Cauchy-Schwarz inequality?
- Is (*) a bounded linear functional?
- State the Riesz representation theorem.
- When are two norms equivalent?
- Is C(k) complete?
- Is H(k) complete?
- What is H(k)?
- When is a bilinear form "coercive"?
- State the Lax-Milgram Lemma
- Does (*) PDE satisfy Lax-Milgram? Prove or disprove.
- Why is Lax-Milgram so important?
[4] A&B Ritz-Galerkin Method
- What is a(u,v) = G(v) in minimization form?
- What is a(u,v) and G(v) for (*) in strong form?
- Given a finite subspace with basis functions, derive the discrete equations for a(u,v) = G(v).
[5] A&B Galerkin Finite Element Method
- What are the piecewise linear basis functions on a triangle?
- Construct the mapping to a standard triangle.
- Outline how you would assemble the global system of equations.
- When is numerical integration necessary?
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