Course Contents |
Classification of partial differential equations, finite difference approaches for partial derivatives,
solution of elliptic partial differential equations with finite difference methods, concepts of consistency, stability and convergence, Lax's equality theory, spectral radius,
solution of parabolic partial differential equations with finite difference methods, explicit, implicit and Crank-Nicolson methods for heat equation, stability analysis of methods, solution of hyperbolic partial differential equations with finite difference methods. |
Weekly Course Content |
Week |
Subject |
Learning Activities and Teaching Methods |
1 |
Classification of partial differential equations (Parabolic, Hyperbolic and Elliptic Types). |
Narrative and Problem Solving Methods. |
2 |
Matrix and vector norms |
Narrative and Problem Solving Methods. |
3 |
1st and 2nd Gershgorin Theorems |
Narrative and Problem Solving Methods. |
4 |
Gershgorin's Circle Theory. |
Narrative and Problem Solving Methods. |
5 |
Difference Equations |
Narrative and Problem Solving Methods. |
6 |
Finite difference approaches for the first order derivatives. |
Narrative and Problem Solving Methods. |
7 |
Finite difference approaches for the second order derivatives. |
Narrative and Problem Solving Methods. |
8 |
mid-term exam |
|
9 |
Finite difference indication of time dependent heat transfer equation. |
Narrative and Problem Solving Methods. |
10 |
Solution of time dependent heat transfer equation with explicit difference method. |
Narrative and Problem Solving Methods. |
11 |
Consistency, stability and convergence. Lax's equality theory. |
Narrative and Problem Solving Methods. |
12 |
Spectral radius. Local truncation error. |
Narrative and Problem Solving Methods. |
13 |
solution of parabolic partial differential equations with finite difference methods |
Narrative and Problem Solving Methods. |
14 |
Explicit and implicit methods for heat equation. |
Narrative and Problem Solving Methods. |
15 |
Crank-Nicolson method for heat equation. |
Narrative and Problem Solving Methods. |
16 |
final exam |
|
Recommend Course Book / Supplementary Book/Reading |
1 |
Numerical Solution of Partial Differential Equations Leon LAPIDUS and George F. PINDER. Numerical Solution of Partial Differential Equations: Finite Difference Methods G. D. Smith, Gordon D. Smith Numerical Solution of Partial Differential Equations K. W |
Required Course instruments and materials |
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