Department of _______Mathematics________________________ The LNM IIT, Jaipur
MTH 5041: Numerical Methods for Partial Differential Equations
Programme: M.Sc (Mathematics) Year: IInd Year Semester: Even
Course: Elective Credits: 4 Hours: 40
Course Context and Overview (100 words): The physical world is described by a small set of laws.
One of the most useful mathematical statements of these physical laws is in the form of partial differential
equations (PDE's) describing local changes in physical parameters. Though it is usually straightforward to
write down the particular PDE that corresponds to a given problem, finding a solution is much more
difficult. In most cases, analytical/closed form solutions to PDEs are very unlikely. This leads one to the
need of finding solution numerically. The objective of this course is to introduce the basics principles for
constructing numerical schemes for the solution of PDEs based on finite difference methods. This course
is designed to describe/discuss finite difference methods for solving parabolic, hyperbolic and elliptic
PDE's and analyze such methods for consistency, stability, and convergence.
Prerequisites Courses: Elementary Linear Algebra, Numerical Analysis,
Computer Programming (MATLAB Recommended)
Course outcomes (COs):
On completion of this course, the students will have the ability to:
CO1 learn to make a connection between the mathematical equations or properties and the
corresponding physical meanings.
CO2 learn the connection between the exact relationship between derivatives and finite difference
operators(Delta operators)
C03 learn the principles for designing numerical schemes, both explicit and implicit, based on finite
difference methods for PDEs.
C04 analyze the numerical methods (schemes) for consistency, stability and convergence of a
numerical scheme.
C05 know, for each type of PDEs (hyperbolic, parabolic and elliptic), what kind of numerical methods
are best suited and the reasons behind these choices.
C06 use a programming language or Matlab, choice left to the students, to implement and test the
numerical schemes.
Course Topics:
Topics Lecture Hours
UNIT - I
1. Topic Introduction and Parabolic PDE
Course Design Template version 1.0
Department of _______Mathematics________________________ The LNM IIT, Jaipur
1.1 Introduction to finite differences, Exact relation
between derivatives and finite differences, Classification of
2nd order PDEs in two independent variables via
Characteristics
12
1.2 Parabolic equations in 1-D: Explicit and implicit
finite difference schemes,
1.3 Truncation error and consistency, Stability
analysis (matrix method, maximum principle, Fourier
analysis, energy method),
UNIT - II
2. Topic 2-D Parabolic Problems
2.1 Maximum principle and convergence, Lax
equivalence theorem, general boundary
conditions, split operator methods, 08
2.2 multilevel difference schemes, nonlinear
problems,
2.3 Parabolic equations in 2-D: explicit and
implicit methods, ADI methods,
UNIT – III
3. Topic Hyperbolic PDEs
3.1 Hyperbolic Equations: Vector systems and
characteristics, Shock formation, The entropy
condition, domain of dependence,
3.2 The CFL theorem, Dissipation and dispersion,
10
Upwind scheme, Lax-Wendorff scheme, Lax-
Friedrich scheme, Leap-Frog scheme,
3.3 conservative schemes, Non-linear system,
3.4 Artificial viscosity, Conservation properties,
McCormack’s scheme, Richtmyer method,
3.5 Conservation laws in two space dimensions.
UNIT – IV
4. Topic Elliptic PDE
4.1 .Introduction, Solvability, Maximum principle,
Dirichlet, Neumann and mixed problems, 10
4.2 Basic iterative schemes, Direct factorization
methods and successive over-relaxation (S.O.R.),
ADI and conjugate gradient methods.
Textbook references (IEEE format):
Text Book:
K. W. Morton and D. F. Meyers, Numerical Solution of Partial Differential Equations,
Cambridge, 2nd Edition.
Thomas, Numerical Partial Differential Equations: Finite Difference Methods, Springer, 1995.
Course Design Template version 1.0
Department of _______Mathematics________________________ The LNM IIT, Jaipur
LeVeque, Randall J. Finite Difference Methods for Ordinary and Partial Differential Equations:
Steady-State and Time-Dependent Problems. SIAM Publications (2007).
Additional Resources (NPTEL, MIT Video Lectures, Web resources etc.):
Evaluation Methods:
Item Weightage
Quizzes/Assignments 40
Midterm 25
Final Examination 35
Prepared By: Course Instructor: Ajit Patel
Last Update: January 03, 2020
Course Design Template version 1.0
