wisL602, Spring 2024
Lecturer:
Dr. P.A. Zegeling, room 513, Math. Building (= HF-Building), Budapestlaan 6, Utrecht (030-2533720).
Venue:
Universiteit Utrecht , Budapestlaan 6, Utrecht, HF-Building : room 611AB
Time:
10:00-11:45 theory/lectures
12:00-12:45 exercises/tutorial
Teaching assistant:
Quirijn Kokkeler
Literature:
"LECTURE NOTES" and extra info (check the box "EXTRA MATERIAL"). The weekly schedule below will regularly be updated.
-- 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 |
| February 7 | Lecture 1: intro PDEs + basic tools | Lecture notes 1 | Exercises 1 Solutions 1 |
Extra file for Lecture 1 |
| February 14 | Lecture 2: finite difference approximations | Lecture notes 2 | Exercises 2 Solutions 2 |
Extra file for Lecture 2 |
| February 21 | Lecture 3: time-integration methods and the method-of-lines | Lecture notes 3 | Exercises 3 Solutions 3 |
Extra file for Lecture 3 |
| February 28 | Lecture 4: the heat equation | Lecture notes 4 | Exercises 4 Solutions 4 |
Extra file for Lecture 4 |
| March 6 | Lecture 5: the advection equation | Lecture notes 5 | Exercises 5 Solutions 5 |
Extra file for Lecture 5 |
| March 13 | Lecture 6: the wave equation and nonlinear hyperbolic PDEs | Lecture notes 6 | Computer exercise C1 (15% of FG) Exercises 6 Solutions 6 |
Extra file for Lecture 6 |
| March 20 | ==> From 11:00-12:45: questions can be asked about C1 in room 611AB | |||
| March 27 | Lecture 7: Non-standard finite-differences, splitting and (*)exponential methods | Lecture notes 7 | Exercises 7 Solutions 7 |
Extra file 1 for Lecture 7 Extra file 2 for Lecture 7 Extra file 3 for Lecture 7 |
| April 3 | Lecture 8: Hamiltonian ODEs and PDEs | Lecture notes 8 | DEADLINE for Computer exercise C1 (a printed version in room 611AB or via e-mail as ONE pdf file + codes in a separate file) Exercises 8 Solutions 8 |
Extra file 1 for Lecture 8 Extra file 2 for Lecture 8 |
| April 10 | Lecture 9: Fractional order PDEs and boundary-value methods | Lecture notes 9 | Computer exercise C2A (10% of FG) Exercises 9 Matlab file for Exercise 9.3(b) |
Extra file 1 for Lecture 9 Extra file 2 for Lecture 9 Extra file 3 for Lecture 9 Extra file 4 for Lecture 9 Extra file 5 for Lecture 9 Extra file 6 for Lecture 9 |
| April 17 | Lecture 10: Finite element methods for PDEs | Lecture notes 10 | Exercises 10 | Extra file for Lecture 10 |
| April 24 | Lecture 11: Travelling waves and higher-order PDEs | Lecture notes 11 | Exercises 11 | Extra file 1 for Lecture 11 Extra file 1 for Lecture 11 Extra file 3 for Lecture 11 |
| May 1 | Lecture 12: Non-uniform and adaptive methods | Lecture notes 12 Part I (available: May 1) Lecture notes 12 Part II (available: May 1) Lecture notes 12 Part III (available: May 1) Lecture notes 12 Part IV (available: May 1) |
Exercises 12 | Extra file 1 for Lecture 12 Extra file 1 for Lecture 12 Extra file 3 for Lecture 12 |
| May 8 | Lecture 13: (*)Inverse PDE problems => C2B! (guest lecturer: Dr. Felix Lucka, CWI) |
Exercise C2B (5% of FG) available: May 8 DEADLINE for Computer exercise C2A (a printed version in room 611AB or via e-mail as ONE pdf file + codes in a separate file) |
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| May 15 | Lecture 14: (*)Stochastic differential equations => C2B! (guest lecturer: Dr. Chiheb Ben Hammouda, UU). |
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| May 22 | TBD | |||
| May 29 | TBD | DEADLINE for Exercise C2B (a printed version in room 611AB or via e-mail as ONE pdf file + codes in a separate file) | June 5 | EXAM ("TENTAMEN") (this is a closed book exam!): based on all lectures and exercises, except lectures 13 and 14 and except the optional parts (marked by "*"-s in the exercises sheets and lecture notes). |
LOCATION: EDUC - ALFA | TIME: 10:00-13:00 | June 26 | RETAKE ("HERTENTAMEN") (this is a closed book exam!): based on all lectures and exercises, except lectures 13 and 14 and except the optional parts (marked by "*"-s in the exercises sheets and lecture notes). |
LOCATION: BBG - 017 | TIME: 10:00-13:00 |