Introduction to PDEs and Numerical Methods

Introduction to PDEs and Numerical Methods - WS2005/06

General Information

Lecturer Prof. H.G. Matties, PhD


Assistant Abul K.M. Fahimuddin


Schedule Lecture: Wed 11:30-13:00 Uhr in room RZ 012 (Computing Center)



Exercises: Thu 12:15-13:00 Uhr in room RZ 012 (Computing Center)


Start First week of the semester


Prerequisites Basic courses up to the intermediate diploma


Target group Students of computer science, mathematics, natural or engineering sciences or guest students in their advanced study period, CSE students


Certificates Homework assignments and active participation in the exercises, tests, grading scheme


Office hours will be announced in the lecture


Literature:

A script for the lecture is available here.

Homework Assignments:

Differential operators & Heat equation: assign1.pdf

Analytical solution of Heat equation: assign2.pdf

Finite difference methods: assign3.pdf

Implicit methods for finite difference approximation: assign4.pdf

Stability & consistency : assign5.pdf , MATLAB pdepe function

Sparse matrices, Direct & Iterative solvers: assign6.pdf

Multigrid methods: assign7.pdf

Weighted residual methods & Weak formulation: assign8.pdf

1D Finite Element Programming & Isoparametric Mapping: assign9.pdf, fem1d_linear_hat.m

FEM in 2D & Gauss Quadrature Formula: assign10.pdf , MATLAB PDE Toolbox Documentation weblink

FEM in Time Dependent Problems & Classification of PDEs: assign11.pdf

Numerical Solution of Hyperbolic PDEs: assign12.pdf