Academic Catalog

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.