Numerical Analysis of Partial Differential Equations (MAGIC100)
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For course description and justification, please see Syllabus and Comments.
Spring 2019 (Monday, January 21 to Friday, March 29)
No prerequisites information is available yet.
Review of relevant topics from PDEs and Analysis. Motivation and showcasing of applications from various branches of mathematics. Divided differences. Finite difference methods for parabolic and hyperbolic PDEs. Weak derivatives and function spaces. Variational formulation of PDEs. Galerkin projection and the construction of finite element methods for elliptic problems. Error analysis for finite element methods. Finite element methods for parabolic problems. Discontinuous Galerkin methods and basic finite volume concepts for hyperbolic PDEs. Numerical methods for nonlinear PDEs. A brief excursion to linear and nonlinear solvers. Applications.
No bibliography has been specified for this course.
Examination at the end of the module via a take home examination. The mode of the take-home examination will be the standard 2-week period. The examination will appear under Assignment.
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