Entry requirements

Mathematics ca 40 credit points(60 ECTS). Computer Programming, second

course, Scientific computing, second course or the

equivalent.

Aims

To give advanced knowledge in analysis and methodology of computational methods for differential equations.

Content

Fundamental properties for numerical methods: concistency, convergence, stability, efficiency. Methods for analysis of difference schemes for time-dependent partial differential equations. Multi-grid methods for elliptic differential equations. Special properties of non-linear differential and difference equations: jump condition, entropy condition, shock inequalities, TVD-schemes.

Instruction

Lectures, problem classes, laboratory work and compulsory assignments.

Assessment

Written examination at the end of the course. Passed laboratory course and approved compulsory assignments are also required.