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.