Computational Methods for Partial Differential Equations
Module code: MA7011
Module co-ordinator: Emmanuil Georgoulis
Intended Learning Outcomes
Students will be able to demonstrate the basics from mathematical physics, including defining the many classical PDEs, derivation of some of them, and their properties. Moreover, they will be able to demonstrate the basic concepts and methods from numerical analysis, such as writing a discretised scheme for a PDE, numerical approximation, eigenvalue problems, and consistency, stability, and convergence analysis. Finally, students will be able to implement these numerical methods in MATLAB.
- Various numerical approaches (finite difference, finite element and boundary element methods) for solving PDEs of different types (elliptic, parabolic, hyperbolic).
- Mathematical formulation and implementation of the methods.
- Accuracy, reliability, efficiency and adaptivity.
- The methods will be discussed in the context of practical applications from the finance and engineering.
- 31 one-hour lectures
- 9 one-hour workshops
- 10 one-hour tutorials
- Exam, two hours (80%)
- Computer practical (20%)