Prerequisites
Introductory courses on numerical analysis and differential equations. Some experience with the package Matlab (or a similar language, for example, Python, Fortran, ...): this will be used for the two computer exercises.
Numerical Analysis prerequisites: roundoff errors, interpolation, numerical differentiation and integration, numerical solution of (systems of) non-linear equations, numerical solution of ordinary differential equations: error, stability, accuracy.
Differential Equations prerequisites: existence and uniqueness of local solutions, phase plane analysis, stability of stationary points, properties of linear differential equations with constant and variable coefficients, series solutions of ordinary differential equations, simple boundary value problems.
Aim of the course
To provide theoretical insight in, and to develop some practical skills for, numerical solution methods for evolutionary (time-dependent) partial differential equations (PDEs).
Particular emphasis lies on finite difference and finite volume methods for parabolic and hyperbolic PDEs.
Lecturers
P.A. Zegeling (and guest lecturers)
- Docent: Paul Zegeling