Numerical Methods for Partial Differential Equations (MATH F422 - BITS Pilani)
Numerical Methods for Partial Differential Equations (MATH F422 - BITS Pilani)
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NMPDE is a course offered at BITS Pilani University, which deals with solving PDEs using numerical FD schemes, and studying their respective stabilities and orders of convergence.
Some of the schemes covered are: FTCS, BTCS, Crank Nicolson, ADI methods for 2D Parabolic PDEs, Theta-schemes, Thomas Algorithm, Jacobi Iterative method and Gauss Siedel Method
So far, we have covered Parabolic, Elliptic and Hyperbolic PDEs usually encountered in physics.
In the Hyperbolic PDEs, we encountered the 1D Wave equation and Burger’s equation. They were solved using the following schemes:
The course is a practical introduction to modelling real life problems using partial differential equations and finding approximate solutions using robust, practical numerical methods.