Numerical Analysis of Differential Equations

Acquire basic knowledge of numerical methods for differential equations

This EU will address the following points:

- Numerical methods for ODEs: Modeling, single-step methods (Euler, Runge, Heun, RK4), consistency error. Order and convergence of schemes. Stiff problems and stability of implicit schemes. Multi-step methods. Stability and convergence.

- Introduction to linear PDEs and modeling: basic concepts, first-order examples, classification of second-order PDEs with constant coefficients. Examples of typical linear PDEs, introduction to numerical solution using finite differences, illustrations with examples.

The L1, L2, and first semester of L3 analysis courses, in particular:

- HAX302X Analysis III Integration and Elementary Differential Equations

- HAX502X Differential Calculus and Differential Equations

Recommended prerequisites: first semester of L3

Hourly volumes:

            CM: 18

            TD: 15

            TP: 12

            Land: -