Numerical Analysis and Simulation II: Partial Differential Equations (PDEs)

Summer Term 2016

Organiser

Prof. Dr. Michael Günther

Dr. Karsten Kahl

Dr. Long Teng

Type

Lecture and Exercises (4+2 SWS)
The course comprises 4h lectures and 2h exercises per week.
Lab exercises are part of a separate course.

Target audience

The course is dedicated to students in mathematics, financial mathematics, computer simulation in science, IT and SII.

Prerequisite

Knowledge of basic courses in mathematics (Analysis I-II, Linear Algebra I-II or similar), Introduction to Numerical Mathematics (or: block course 'Introduction to Numerical Methods for Computer Simulation') and Numerical Analysis and Simulation I: ODEs.

Credits

9 Credit Points

Lab Exercise

Separate course: Lab Exercises for Numerical Analysis and Simulation II: PDEs

Examination

There will be a written examination at the end of the term.

Topics

Numerical methods for partial differential equations.

Time and Place

Lecture:
Tuesday, 14:00-16:00 in room G. H06 <br/> Thursday, 14:00-16:00 in room G. H06 <br/>

Exercise:
Tuesday, 16:00-18:00 in room MI 13.05

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Exercise sheet

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Script

• A. Arnold, M. Ehrhardt, S. Rjasanow, Numerik partieller Differentialgleichungen, 2005.
• R. Pulch, Numerical Analysis and Simulation of Partial Differential Equations, Lecture Notes, 2011.