Numerical Methods for Partial Differential Equations

2-0-4 units · Undergraduate

Focuses on methods for solving physical problems described by partial differential equations (PDEs) with concrete examples drawn from a variety of disciplines, including waves, diffusion, and fluid flow. Computational methods include finite differences, finite volumes, method of lines, and split-step techniques. Analysis of numerical approximation accuracy, stability, and other properties. Includes a final project. Second half-term subject building on basic ideas introduced in 18.C21 .