This course is devoted to the numerical solution of partial differential equations (PDEs).
The students will learn how to design numerical algorithms, establish their theoretical properties, and how to realize them in
implementations.
Recapitulation of characteristic concepts of numerical mathematics
Brief review of mathematical modeling of differential equations
Discretization with Finite differences (FD) for elliptic boundary value problems
Discretization with Finite elements (FEM) for elliptic boundary value problems
Numerical solution of the discretized problems
Time-dependent problems: Methods for parabolic and hyperbolic problems
Numerical methods for nonlinear and coupled problems