wisL602, Fall 2026
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 1.16: David de Wiedgebouw)
Time:
14:00-15:45 theory/lectures
16:00-16:45 exercises/tutorial
Teaching assistant:
Aurora
==> For questions about the weekly exercises you could also contact Aurora via: numpde2026ATgmail.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).
| DATE | LECTURES | LECTURE NOTES | EXERCISES | EXTRA MATERIAL | |
| Wednesday September 9 | NO LECTURE TODAY due to the public transport strike! we start with Lecture 1 on Wednesday September 16, 14:00 | ||||
| Wednesday September 16 | Lecture 1: intro PDEs (well-posedness, classification, Fourier method, method of characteristics) | Lecture notes 1 | Exercises 1 | Extra file for Lecture 1 | |
| Wednesday September 23 | Lecture 2: finite difference matrices | Lecture notes 2 | Exercises 2 | Extra file 1 for Lecture 2
Extra file 2 for Lecture 2 Extra file 3 for Lecture 2 (cyclic shift matrices; periodic BCs) |
|
| Wednesday September 30 | Lecture 3: time-integration and the method-of-lines | Lecture notes 3 | Exercises 3 | Extra file 1 for Lecture 3
Extra file 2 for Lecture 3 (on LM-methods) Extra file 3 for Lecture 3 (on RK-methods) |
|
| Wednesday October 7 | Lecture 4: the heat equation | Lecture notes 4 | Exercises 4 | Extra file for Lecture 4 | |
| Assignment C1A (5% of FG). | |||||
| Wednesday October 14 | Lecture 5: the advection equation | Lecture notes 5 | Exercises 5 | Extra file 1 for Lecture 5 Extra file 2 for Lecture 5 |
|
| Wednesday October 21 | Lecture 6: the wave equation and nonlinear hyperbolic PDEs | Lecture notes 6 | Exercises 6 | Extra file 1 for Lecture 6
Extra file 2 for Lecture 6 (on the wave equation) Extra file 3 for Lecture 6 (on the MoCh for Burgers' equation) Extra file 4 for Lecture 6 (on numerics for Burger's equation) |
|
| Wednesday October 28 | ==> Tutorial on assignment C1A and exercises from Lectures 1-6! | ||||
| Wednesday November 4 | Lecture 7: exact and non-standard finite differences | Lecture notes 7 (available: Wednesday Nov 4) DEADLINE for C1A: Wednesday November 4 23:59 (via e-mail as ONE pdf file to: numpde2026ATgmail.com). |
Exercises 7 | Extra file 1 for Lecture 7
Extra file 2 for Lecture 7 |
|
| Assignment C1B (10% of FG). | |||||
| Wednesday November 11 | Lecture 8: Hamiltonian ODEs and PDEs | Lecture notes 8 (available: Wednesday Nov 11) | Exercises 8 | Extra file 1 for Lecture 8
Extra file 2 for Lecture 8 |
|
| Wednesday November 18 | ==> Tutorial on assignment C1B and exercises from Lectures 7-8 | ||||
| Wednesday November 25 | Lecture 9: Strang splitting and the Ginzburg-Landau PDE model; guest lecture 1 by Erwin Luesink | DEADLINE for C1B: Wednesday November 25 23:59 (via e-mail as ONE pdf file to: numpde2026ATgmail.com; matlab/python codes in separate files in the same e-mail message). | |||
| Assignment C2 (15% of FG) ==> related to guest lectures 9 and 11(!) (available: Thursday November 26) | |||||
| Wednesday December 2 | Lecture 10: travelling waves and adaptive methods | ||||
| Wednesday December 9 | Lecture 11: Numerical solution of stochastic differential equations; guest lecture 2 by Chiheb Ben Hammouda | ||||
| Wednesday December 16 | Lecture 12: fractional order PDEs and boundary-value methods and exercises from Lectures 10 and 12 | DEADLINE for C2: Wednesday December 16 23:59 (via e-mail as ONE pdf file to: numpde2026ATgmail.com; matlab/python codes in separate files in the same e-mail message). | |||
| Wednesday January 20, 2027 | EXAM (on Lectures 1-8, 10, 12) | ||||
| Wednesday February 17 2027 | RETAKE (on Lectures 1-8, 10, 12) |