The first exam covers the lectures listed below. Your score will represent 25% of your final grade. No calculators a permitted for this exam. If you need one, you are doing something wrong.

Topics covered are:

Steps in problem solution
(1, 2, 3,
4)

Classification of PDEs (second
order, systems
of first order)

Well-posed
problems

The Finite Volume Method

Verification and Validation

The Finite Difference Method (undetermined coefficients 1,
2,
3

Predictor Corrector Methods

Iterative Methods

Jacobi

Gauss-Seidel

SOR

Multigrid ( see 1, 2, and 3 for more detailed explanations if the basic description is confusing)

Preconditioning

Krylov Subspace (understand the general concepts, don't memorize equations)

Gauss-Seidel

SOR

Multigrid ( see 1, 2, and 3 for more detailed explanations if the basic description is confusing)

Preconditioning

Krylov Subspace (understand the general concepts, don't memorize equations)

Time Dependent Methods Error Analysis Stability

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