Numerical solutions of Partial Differential Equations are at the center of computational science. The object of this course is to present the main standard PDEs and to give the principles of the finite difference method. Every chapter contains the continuous problem and several discrete algorithms.
The course is made of lectures, exercise sessions, and practical Python demos.
Mathematical analysis (normed spaces, elementary Fourier analysis), linear algebra, basic numerical methods.
An exam at the end of the term (E).
The exam is given in english only
The course exists in the following branches:
Course ID : 4MMMEDP6
The course is attached to the following structures:
You can find this course among all other courses.
G. Allaire. Analyse numerique et optimisation. Editions de l’Ecole Polytechnique, 2006.
L. Evans. Partial Differential Equations. Graduate Studies in Mathematics, Vol 19, American Math. Society, 1998.
R. Leveque. Finite difference methods for ordinary and partial differential equations. SIAM, 2007.
B. Mohammadi, JH Saiac. Pratique de l’analyse numerique. Dunod, 2003
Date of update January 15, 2017