MATH593 NUMERICAL SOLUT. OF PARTIAL DIFF. EQU.
Course Code: |
2360593 |
METU Credit (Theoretical-Laboratory hours/week): |
3(3-0) |
ECTS Credit: |
8.0 |
Department: |
Mathematics |
Language of Instruction: |
English |
Level of Study: |
Graduate |
Course Coordinator: |
Prof.Dr. BÜLENT KARASÖZEN |
Offered Semester: |
Fall Semesters. |
Course Content
Finite difference method. stability. convergence and error analysis. Initial and boundary conditions. irregular boundaries. Parabolic equations; explicit and implicit methods. stability analysis. error reduction. variable coefficients. derivative boundary conditions. solution of tridiagonal systems. Elliptic equations. iterative methods. rate of convergence. Hyperbolic equations. The Lax-Wendroff method. variable coefficients. systems of conservation laws. stability. Finite volume method.