P: 515 and MATH 523. The numerical solution of hyperbolic, parabolic,
and elliptic equations by finite  difference methods; iterative methods
(Gauss-Seidel, overrelaxation, alternating direction) for solving
elliptic equations; discretization and round-off errors; explicit and
implicit methods for parabolic and  hyperbolic systems; the method of
characteristics; the concept of stability for initial value problems.