NUMERICAL METHODS FOR PARTIAL DIFFERENTIAL EQUATIONS

Finite difference methods for two point boundary value problems, Laplace equation on the square, heat equation and symmetric hyperbolic systems in 1 D. Lax equivalence theorem for abstract initial value problems. Introduction to variational formulation and the Lax-Milgram lemma. Finite element methods for elliptic and parabolic equations.

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Last updated: 22 Jun 2024