Numerical methods for evolutionary PDE

Class      : Monday at 9 AM, Wednesday at 2 PM, Friday at 9 AM  
Place      : Auditorium
Grading    : Homework (30), midterm (30), final (40)
First class: 3 Jan 2026

Students

Syllabus

Model equations, finite difference method, high order accuracy, well-posed problems, Stability and convergence, hyperbolic PDE, parabolic PDE, dispersion and dissipation properties, discontinuous solutions, Energy method, Laplace transform method, second order wave equations

Codes

• github.com/cpraveen/numpde
• github.com/cpraveen/chpde

References

• B. Gustafsson, Heinz-Otto Kreiss, J. Oliger: Time dependent problems and difference methods
• B. Gustafsson: High order difference methods for time dependent PDE
• J. C. Strikwerda: Finite difference schemes and PDE
• A. Tveito and R. Winther: Introduction to PDE: A computational approach
• Heinz-Otto Kreiss, J. Lorenz: Initial-Boundary value problems and the Navier-Stokes equations