This module exposes students to a range of modern numerical methods for solving partial differential equations models commonly arising in science and engineering. The representative model problems (e.g., diffusion and convection-diffusion equations, heat equation, and wave equation) are solved numerically by using finite difference and finite element methods. The module emphasises mathematical aspects of the design and justification of accurate and stable numerical algorithms. It also covers relevant topics of approximation theory (best approximation in L^p-norms; least-squares approximations; orthogonal polynomials; approximation by splines; curve fitting by polynomials and splines).
Learning Outcomes
By the end of the module students should be able to:
understand the concept of best approximation and find best approximations in different norms;
develop finite difference schemes and perform relevant error and stability analysis;
derive variational formulations of elliptic boundary value problems;
develop Galerkin finite element methods and perform relevant error and stability analyses.
Assessment
Assessment Methods & Exceptions
90% on one three hour examination; 10% from coursework and/or class tests.