Numerical Methods for Partial Differential Equations
Lecturer: Dr. Clemens PechsteinThis lecture will be given in english.
Time and Room:
Wednesday, 8.30 – 10.00, HS 12
Thursday, 8.30 – 10.00, HS 12
The lecture starts on Wednesday, October 6, 2010.
No lecture on Wednesday, December 8, 2010 (holiday)
To pass the lecture you have to attend an oral exam.
I recommend to attend the tutorials as well. There we study the material of the lecture in more detail, and this usually helps a lot in understanding. Also, there is a practical part, as we will implement some of the numerical methods on the computer.
Additional material:
- Proof of Banach's fixed point theorem (PDF)
-
Self adjoint matrices and eigenvalues
slide (PDF, without proofs) or two pages (PDF, with proofs) - Richardson, steepest descent and CG in comparison
- Properties of CG
- preconditioned conjugate gradients (PCG)
- Improved Euler method
- Implicit RKM
translation table (English -> German)
Additional literature:- Walter Zulehner: Numerische Mathematik - Eine Einführung anhand von Differentialgleichungsproblemen. Band 1: Stationäre Probleme, Birkhäuser, Basel, 2008.
- Walter Zulehner: Numerische Mathematik - Eine Einführung anhand von Differentialgleichungsproblemen. Band 2: Instationäre Probleme, Birkhäuser, erscheint vorauss. im Dezember 2010.
- (old) English lecture notes by Walter Zulehner
At the end of the winter semester I will fix some dates for oral exams for the majority as I guess most students want to pass the course soon. The remaining cases will be handled individually.
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last change:
2021-10-01
