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The finite difference metohod for the numerical solution of partial differential equations of various types.
Last update: Knobloch František, PhDr., CSc. (10.02.2007)
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The course gives students a knowledge of derivation and analysis of the finite difference method for various partial differential equations. Last update: T_KNM (16.05.2008)
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M. Feistauer: Diskrétní metody řešení diferenciálních rovnic. Skripta, SPN, Praha, l98l
K. W. Morton, D. F. Mayers: Numerical solution of partial differential equations, 2nd ed., Cambridge University Press, Cambridge, 2005
J. C. Strikwerda: Finite difference schemes and partial differential equations, 2nd ed., SIAM, Philadelphia, 2004 Last update: Knobloch František, PhDr., CSc. (10.02.2007)
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Lectures and tutorials in a lecture hall. Last update: T_KNM (16.05.2008)
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Examination according to the syllabus. Last update: T_KNM (16.05.2008)
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Finite difference method for elliptic problems, discretization, properties of the discrete problem, convergence.
Numerical solution of parabolic problems, discretization, explicit and implicit schemes, stability, convergence.
Numerical solution of hyperbolic problems, discretization of second order hyperbolic equations, explicit and implicit schemes, stability, discretization of first order conservation law systems, consistency, stability.
Basic stationary iterative methods for linear algebraic systems. Last update: T_KNM (18.05.2008)
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There are no special entry requirements. Last update: T_KNM (16.05.2008)
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