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.
Books
- Smith, G. D., Numerical solution of partial differential equations: Finite Difference Methods, Calarendon Press, 1985.
- Evans, G. Blackledge, J. and Yardley, P., Numerical methods of partial differential equations, Springer-Verlag, 1999.