Finite Difference Methods for Partial Differential Equations (MATH524) Course Details

Course Name: Finite Difference Methods for Partial Differential Equations
Code: MATH524
Pre-requisite Course(s): Consent of the department
Objective: This graduate course is designed to give students in applied mathematics the expertise necessary to understand, construct and use finite difference methods for the numerical solution of partial differential equations. The emphasis is on implementation of various finite difference schemes to some model partial differential equations, finding numerical solutions, evaluating numerical results and understands how and why results might be good or bad based on consistency, stability and convergence of finite difference scheme.
Content: Finite difference method, parabolic equations: explicit and implicit methods, Richardson, Dufort-Frankel and Crank-Nicolson schemes; hyperbolic equations: Lax-Wendroff, Crank-Nicolson, box and leap-frog schemes; elliptic equations: consistency, stability and convergence of finite different methods for numerical solutions of partial differential equations.
Term: Spring
Theory: 3
Application: 0
Laboratory: 0
Credit: 3
Web:
ECTS Course File: Course File
Course File:
ECTS: 5