wisL602, Spring 2024
Lecturer:
Dr. P.A. Zegeling, room 513, Math. Building (= HFBuilding), Budapestlaan 6, Utrecht (0302533720).
Venue:
Universiteit Utrecht , Budapestlaan 6, Utrecht, HFBuilding : room 611AB
Time:
10:0011:45 theory/lectures
12:0012:45 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 TimeDependent AdvectionDiffusionReaction 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: timeintegration methods and the methodoflines  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 11:0012:45: questions can be asked about C1 in room 611AB  
March 27  Lecture 7: Nonstandard finitedifferences, 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 email 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 boundaryvalue methods  Lecture notes 9  Computer exercise C2A (10% of FG) Exercises 9 Solutions 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 Solutions 10 
Extra file for Lecture 10 
April 24  Lecture 11: Travelling waves and higherorder PDEs  Lecture notes 11  Exercises 11 Solutions 11 
Extra file 1 for Lecture 11 Extra file 1 for Lecture 11 
May 1  Lecture 12: Nonuniform and adaptive methods  Lecture notes 12 Part I *Lecture notes 12 Part II *Lecture notes 12 Part III *Lecture notes 12 Part IV 
Exercises 12 Solutions 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) 
*Lecture notes 13  Computer exercise C2B (5% of FG) The Matlab files can be found in the pdf file of the exercise; Python files for Part B: see below! DEADLINE for Computer exercise C2A (a printed version in room 611AB or via email as ONE pdf file + codes in a separate file) 

May 15  Lecture 14: (*)Stochastic differential equations => C2B! (guest lecturer: Dr. Chiheb Ben Hammouda, UU). 
*Lecture notes 14  Additional files (Python) for computer exercise C2B Part B can be found here.  
May 22  NO MEETING TODAY!  DEADLINE for Exercise C2B PART A (via email as ONE pdf file + codes in a separate file)  
May 29: 10:0011:45  Exercises from lectures 112 AND questions from the Mock Exam will be discussed. (solutions can be found here; available: May 30) 
LOCATION: room 611AB!!!  DEADLINE for Exercise C2B PART B (via email 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: 10:0013:00 extra time students at another location! 

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: 10:0013:00 