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