Numerical analysis of differential equations

  • ECTS

    5 credits

  • Component

    Faculty of Science

Description

Acquire basic notions of numerical methods for differential equations

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Objectives

This UE will cover the following points:

- Numerical methods for ODEs: Modeling, one-step method (Euler, Runge, Heun, RK4), consistency error. Scheme order and convergence. Steep problems and stability of implicit schemes. Multi-step methods. stability and convergence.

- Introduction to linear PDEs and modeling: basic concepts, 1st-order examples, classification of 2nd-order PDEs with constant coefficients. Examples of typical linear PDEs, introduction to numerical solution by finite differences, illustrated by examples.

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Necessary prerequisites

Analysis courses in L1, L2 and the first semester of L3, in particular :

- HAX302X Analysis III Integration and elementary differential equations

- HAX502X Differential calculus and differential equations

 

Recommended prerequisites: first semester of L3

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Further information

Hourly volumes :

            CM: 18

            TD : 15

            TP: 12

            Land: -

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