Numerical Methods for Partial Differential Equations

wisL602, Fall 2025

Lecturer: Dr. P.A. Zegeling, room 513, Math. Building (= HF-Building), Budapestlaan 6, Utrecht (030-2533720).

Venue: Universiteit Utrecht , Princetonplein 5, Utrecht Buys Ballotgebouw : room BBG005 (except in Week 41 ==> room DDW 1.36: David de Wiedgebouw)

Time:
14:00-15:45 theory/lectures
16:00-16:45 exercises/tutorial

Teaching assistant: Jelle van der Voort
==> For questions about the weekly exercises you could also contact Jelle via: numpde2025ATgmail.com.

Literature: "LECTURE NOTES" and extra info (check the box "EXTRA MATERIAL"). The weekly schedule below will be updated weekly.

-- The book "Finite Difference Methods for Ordinary and Partial Differential Equations" by Randall J. LeVeque, 2007 could be very helpful. You can find the pdf file here.

Additional useful references/books that are closely related to the topics of the course are:
-- W. Hundsdorfer and J.G. Verwer (Numerical Solution of Time-Dependent Advection-Diffusion-Reaction Equations; Springer 2003)
-- A. Tveito and R. Winther (Introduction to Partial Differential Equations, a Computational Approach; Springer 1998)
-- J.C. Strikwerda (Finite Difference Schemes and Partial Differential Equations; SIAM 2009)
-- J.W. Thomas (Numerical Partial Differential Equations, Finite Difference Methods; Springer 1998).


Grade: the final grade (FG) will be based on 15% assignment/computer exercise "C1" (5% "C1A", 10% "C1B"), 15% computer exercise "C2" (10% "C2A", 5% "C2B") and 70% the final EXAM (tentamen) TT, i.e. FG = [0.05*C1A+0.10*C1B] + [0.10*C2A+ 0.05*C2B] + 0.7*TT.


DATE LECTURES LECTURE NOTES EXERCISES EXTRA MATERIAL
Wednesday September 10 Lecture 1: intro PDEs (well-posedness, classification, Fourier method, method of characteristics, applications) Lecture notes 1 Exercises 1 Extra file for Lecture 1
Wednesday September 17 Lecture 2: finite difference matrices Lecture notes 2 Exercises 2 Extra file for Lecture 2
Wednesday September 24 Lecture 3: time-integration and the method-of-lines Lecture notes 3 Exercises 3 Extra file for Lecture 3
Wednesday October 1 ==> Tutorial on assignment C1A and exercises from Lectures 1-3 Assignment C1A (5% of FG).
Wednesday October 8 Lecture 4: the heat equation Lecture notes 4 Exercises 4 Extra file for Lecture 4
Wednesday October 15 Lecture 5: the advection equation Lecture notes 5 Exercises 5
DEADLINE for C1A: Wednesday October 15 23:59 (via e-mail as ONE pdf file to: numpde2025ATgmail.com).
Extra file for Lecture 5
Wednesday October 22 Lecture 6: the wave equation and nonlinear hyperbolic PDEs Lecture notes 6 Exercises 6 Extra file for Lecture 6
Wednesday October 29 ==> Tutorial on assignment C1B and exercises from Lectures 4-6 Assignment C1B (10% of FG).
Wednesday November 5 Lecture 7: TBA
Wednesday November 12 Lecture 8: TBA
Wednesday November 19 ==> Tutorial on assignment C2A and exercises from Lectures 7-8 DEADLINE for C1B: Wednesday November 19 23:59 (via e-mail as ONE pdf file to: numpde2025ATgmail.com).

Assignment C2A (10% of FG).
Wednesday November 26 Lecture 9: TBA
Wednesday December 3 Lecture 10: TBA
Wednesday December 10 Lecture 11: *** (guest lecturer: ***) Assignment C2B (5% of FG).
Wednesday December 17 TBA