Faculty of Science

Objectives

To introduce the student to numerical methods of partial differential equations.

Contents

Finite difference method for the Poisson's equation; one-dimensional case; five point formula; M-matrices, matrix norms; characteristics of the system matrix, convergence and error estimates; Sobole spaces, classical and general formulation of elliptic problems, symmetric and nonsymmetric elliptic problems; Hyperbolic, parabolic equations, well posedness; Proofs of existence and uniqueness theorems; FEM-Garlerkin approximation, convergence and error estimates

Prerequisite: