MA 253: Numerical Methods for Partial Differential Equations

Credits: 3:0

Finite difference methods for two point boundary value problems, Laplace equation on the square, heat equation and symmetric hyperbolic systems in 1 D. Lax equivalence theorem for abstract initial value problems. Introduction to variational formulation and the Lax-Milgram lemma. Finite element methods for elliptic and parabolic equations.


Suggested books and references:

  1. Smith, G. D., Numerical solution of partial differential equations: Finite Difference Methods, Calarendon Press, 1985.
  2. Evans, G. Blackledge, J. and Yardley, P., Numerical methods of partial differential equations, Springer-Verlag, 1999.

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Last updated: 04 Aug 2020