Numerical Solut. of Partial Diff. Equ.

Course content

Finite difference method, stability, convergence and error analysis. Initial and boundary conditions, irregular boundaries. Parabolic equations; explicit and implicit methods, stability analysis, error reduction, variable coefficients, derivative boundary conditions, solution of tridiagonal systems. Elliptic equations, iterative methods, rate of convergence. Hyperbolic equations. The Lax-Wendroff method, variable coefficients, systems of conservation laws, stability. Finite volume method.