Numerical Analysis of Differential Equations

Acquire basic notions in numerical methods for differential equations

This EU will address the following:

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

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

The analysis courses of 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

Hourly volumes:

            CM : 18

            TD : 15

            TP : 12

            Land: -