Numerical Methods for Partial Differential Equations

A third year unit that covers the numerical solution of Partial Differential Equations (PDEs).

• Finite-Difference Methods Lecture Notes

Topics include:

• the Taylor series
• big-O notational
• finite-difference approximations
• elliptic PDEs (the Laplace and Poisson equations)
• hyperbolic PDEs (the advection equation)
• time marching schemes
• parabolic PDEs (the heat diffusion equation)
• grid refinement studies
• solving systems of PDEs (the shallow water equations)