Lecture SS 26 Wissenschaftliches Rechnen II / Scientific Computing II
Numerical methods for parabolic PDEs
Time and Place : Tuesday 10:15-11:45 and Thursday 8:30-10:00 at Zeichensaal, Wegelerstr.
Overview
Scientific Computing is a discipline of applied mathematics dealing with techniques and algorithms to numerically solve problems arising in e.g. engineering, natural sciences, or economics. In this course, we will mainly address techniques to solve parabolic partial differential equations. The content of the lecture will be practised and applied in the tutorials.
Contents and Prerequisites
Topics will be the formulation of the problem (including existence, uniqueness and properties of the solution) and spatial and temporal discretization strategies. We will discuss theoretical aspects such as error bounds as well as how to implement the main ingredients of these methods.
Knowledge about partial derivatives and Lebesgue integration and programming will be assumed, some knowledge about numerical methods for ordinary differential equations (e.g. Euler scheme) is recommended. Scientific Computing I is not required, but can be helpful.
eCampus
Further information will be provided on eCampus in due time.