ECTS
5 credits
Component
Faculty of Science
Description
Acquire basic notions in numerical methods for differential equations
Objectives
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.
Necessary pre-requisites
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
Additional information
Hourly volumes:
CM : 18
TD : 15
TP : 12
Land: -