Course content

Difference schemes for different types of partial differential equations. Analysis of consistency, order, stability and convergence. Solution of linear systems by iterative methods and preconditioning. Finite element method.

Learning outcome

The course aims to make the students able to apply, implement and analyse discretization methods on certain partial differential equations.

Learning methods and activities

Lectures and exercises. The exercises require the use of a computer. Portfolio assessment is the basis for the mark given in the course. This portfolio comprises a written final examination 60% and a term project or selected exercises 40%. The results for the constituent parts are to be given in %-points, while the mark for the whole portfolio (course mark) is given by the letter grading system. Retake may be organized in the form of oral exam. The lectures will be given in English if they are attended by students from the Master's Programme in Mathematics for International students.

Compulsory assignments

• Exersices

Recommended previous knowledge

TMA4215 Numerical Mathematics or similar.

Course materials

Will be announced at the start of the course.