wisL602, Spring 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
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).
| DATE | LECTURES | LECTURE NOTES | EXERCISES | EXTRA MATERIAL |
| Tuesday February 4 | Lecture 1: intro PDEs (well-posedness, classification, Fourier method, method of characteristics, applications) | Lecture notes 1 | Exercises 1 | Extra file for Lecture 1 |
| Tuesday February 11 | Lecture 2: finite difference matrices | Lecture notes 2 | Exercises 2 | Extra file for Lecture 2 |
| Tuesday February 18 | Lecture 3: time-integration and the method-of-lines | Lecture notes 3 | Exercises 3 | Extra file for Lecture 3 |
| Tuesday February 25 | ==> Tutorial on assignment C1A | Assignment C1A (5% of FG). Please check some minor changes and extra hints in the updated file on Friday 28-2-2025. | ||
| Tuesday March 4 | Lecture 4: the heat equation | Lecture notes 4 | Exercises 4 | Extra file for Lecture 4 |
| Tuesday March 11 | Lecture 5: the advection equation | Lecture notes 5 | Exercises 5 DEADLINE for C1A: Tuesday March 11 23:59 (via e-mail as ONE pdf file to: numpde2025ATgmail.com). |
Extra file for Lecture 5 |
| Tuesday March 18 | ==> Tutorial on computer exercise C1B | Computer exercise C1B (10% of FG) | ||
| Tuesday March 25 | Lecture 6: the wave equation and nonlinear hyperbolic PDEs | Lecture notes 6 | Exercises 6 | Extra file for Lecture 6 |
| Tuesday April 1 | Lecture 7: exact and non-standard finite-differences | Lecture notes 7 | Exercises 7 | Extra file for Lecture 7 |
| Tuesday April 8 | Lecture 8: fractional order PDEs and boundary-value methods | Lecture notes 8 (available April 8) | Exercises 8 (available April 8) DEADLINE for C1B: Tuesday April 8 23:59 (via e-mail as ONE pdf file + codes in a separate file to: numpde2025ATgmail.com). |
Extra file 1 for Lecture 8 Extra file 2 for Lecture 8 Extra file 3 for Lecture 8 Extra file 4 for Lecture 8 (available April 8) |
| Tuesday April 15 | ==> Tutorial on computer exercise C2A | Computer exercise C2A (10% of FG; available April 10) | ||
| Tuesday April 22 | Lecture 9: Hamiltonian ODEs and PDEs | Lecture notes 9 (available April 22) | Exercises 9 (available April 22) | Extra file for Lecture 9 (available April 22) |
| Tuesday April 29 | Lecture 10: the inverse heat (and inverse wave) equation (guest lecturer: Tristan van Leeuwen) | Lecture notes 10 (available April 29) | Assignment C2B on Lecture 10 (5% of FG; available April 24). | |
| Tuesday May 6 | Lecture 11: finite elements: stationary and time-dependent | Lecture notes 11 (available May 6) | Exercises 11 (available May 6) DEADLINE for C2A: Tuesday May 6 23:59 (via e-mail as ONE pdf file + codes in a separate file to: numpde2025ATgmail.com). |
Extra file for Lecture 11 (available May 6) |
| Tuesday May 13 | Tutorial on a selected set of exercises from lectures 1-11, except lecture 10 | |||
| Tuesday May 20 | Lecture 12: travelling waves and adaptive methods | Lecture notes 12 (part 1) Lecture notes 12 (part 2) (available May 20) |
Exercises 12 (available May 20) DEADLINE for C2B: Tuesday May 20 23:59 (via e-mail as ONE pdf file + codes in a separate file to: numpde2025ATgmail.com). |
Extra file 1 for Lecture 12 Extra file 2 for Lecture 12 (available May 20) |
| Tuesday May 27 | Discuss Mock Exam (available May 19) | Tuesday June 3 | EXAM ("TENTAMEN") (this is a closed book exam!): based on all lectures and exercises, except lecture 10 and except the optional parts (marked by "*"-s in the exercises sheets and lecture notes). |
LOCATION: | Tuesday June 24 | RETAKE ("HERTENTAMEN") (this is a closed book exam!): based on all lectures and exercises, except lecture 10 and except the optional parts (marked by "*"-s in the exercises sheets and lecture notes). |
LOCATION: |