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MAI0106
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.

Course web page


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Last updated: 2015-04-14