Authorised by Academic Registrar, April 1996
Objectives On the completion of this subject students will achieve an understanding of the role of partial differential equations in the mathematical modelling of physical processes; distinguish between the three basic types of partial differential equations; understand the mathematical basis of approximating derivatives by their finite difference equivalents; appreciate the concept of stability analysis using Fourier and matrix methods; consider systematic iterative methods for solving systems of finite difference equations.
Synopsis Numerical solution of partial differential equations, finite difference methods, stability analysis. Parabolic and hyperbolic equations. Procedures for improving iterative processes. Elliptic equations.
Assessment Examinations (1.5 hours): 85% + Assignments: 15%