Numerical Methods for Initial Boundary Value Problems/
Numerisk lösning av tidsberoende partiella differential ekvationer
Number of credits: 15 hp
Examiner: Jan Nordström
Course literature: High order difference methods for time-dependent PDE by Gustafsson,B., Springer Series in Computational Mathematics (2008).
Course contents: Fundamental properties for initial boundary value problems (IBVP's). The concepts of well-posedness for the IBVP. The crucial role of boundary conditions. Effects of unceartainty in data for the IBVP. Fundamental properties for numerical methods applied to the IBVP: concistency, convergence, stability, efficiency. Methods for analysis of finite difference schemes for IBVP's. Higher order approximations. Methods for complex geometries: multi-block methods, unstructured finite volume methods, discontinuous Galerkin methods, spectral difference methods.
Organisation: Lectures and compulsory assignments.
Examination: There will be 6 mandatory problems to be done as home work. No exam in class.
Prerequisites: Basic courses in calculus, linear algebra, ordinary differential equations, Fouriertransforms, Laplacetranforms and vector calculus.
Last updated: 2015-04-14