Lecture 0

  1. Examples of simple PDEs and their physical properties.

  2. Fornberg's finite difference method for computing derivatives.

  3. Phase error analysis and high-order method; efficiency.

  4. Infinite-order finite difference formula.
     

  5. Reading: B. Fornberg, "Generation of high order finite differences on arbitrarily spaced grids", Math. Comput: 51:699-706, 1988.
  6. Korteweg-de Vries equation - read about linear and nonlinear solutions to wave problems in www.wikiwaves.org