MA6270 Numerical Solution of PDE
Parabolic Equations: explicit and implicit finite difference approximations to one dimensional heat equation, Alternating Direction Implicit (ADI) method, Hyperbolic Equations: Characteristic method, finite difference solution of second order wave equation, Convergence, consistency and stability analysis, Elliptic equations: finite difference method in polar coordinates, techniques near curved boundaries, improvement of accuracy, methods to accelerate the convergence, Finite element method: types of integral formulations, one and two dimensional elements, Galerkin formulation, application to Dirichlet and Neumann problems.
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