Partial Diffrential Equations 

 

    Introduction
    Significance of Second order PDE
    Finite Difference approximation to Partial derivatives
   Descrtisation of a rectangular domain
    Parabolic partial differential equations
   Forward Time and Central Space (FTCS) scheme
    Crank Nicolson (CN) scheme     Thomas algorithm
    Weighted average scheme
    Three level time scheme
    Truncation error and 
   order of the schemes
     FTCS scheme
    Crank Nicolson scheme
    Stability of the schemes
    2D parabolic PDE     ADI method
   Elliptic partial differential equations
    Dirichlet problem
    Hyperbolic partial differential equations
    General theory of characteristic curves