MTL795: Numerical Method for Partial Differential Equations

4 Credits (3-1-0)

Two point boundary value problem: Variational approach, Discretization and convergence of numerical schemes. Second order Elliptic boundary value problem, Variational formulation and Boundary conditions, Finite element Methods, Galerkin Discretization, Implementation, Finite difference and Finite volume methods, Convergence and Accuracy. Parabolic initial value problems, Heat equations, variational formulation, Method of lines, Convergence. Wave Equations, Method of lines, Timestepping.