| Course Contents |
|
| Weekly Course Content |
| Week |
Subject |
Learning Activities and Teaching Methods |
| 1 |
Introduction to Finite Differences, Fundamental definitions and theorems, Classification of Partial Dif. Equations |
Oral expression,question and answer, solving problem |
| 2 |
Boundary and Initial Conditions for One-dimensional Problems Vector and Matrix Norms |
Oral expression,question and answer, solving problem |
| 3 |
A Limit for Spectral Radius
1. Gerschgorin's Theorem |
Oral expression,question and answer, solving problem |
| 4 |
Gerschgorin Circle Theorem Difference Equations |
Oral expression,question and answer, solving problem |
| 5 |
Eigenvalues of a triple band matrix
Finite difference approximations for 1st order derivatives |
Oral expression,question and answer, solving problem |
| 6 |
Fourier Analysis |
Oral expression,question and answer, solving problem |
| 7 |
Finite difference representation of the time-dependent heat conduction equation
Explicit Method |
Oral expression,question and answer, solving problem |
| 8 |
mid-term exam |
|
| 9 |
Neumann Boundary Condition Heat Conduction Equation for Explicit Method |
Oral expression,question and answer, solving problem |
| 10 |
Robin Boundary Condition Heat Conduction Equation for Explicit Method |
Oral expression,question and answer, solving problem |
| 11 |
Implicit Method
Neumann Boundary Condition Heat Conduction Equation for Implicit Method |
Oral expression,question and answer, solving problem |
| 12 |
Robin Boundary Condition Heat Conduction Equation for Implicit Method |
Oral expression,question and answer, solving problem |
| 13 |
Crank-Nicolson Finite Difference Method
Neumann Boundary Condition Heat Conduction Equation for Crank-Nicolson Finite Difference Method |
Oral expression,question and answer, solving problem |
| 14 |
Robin Boundary Condition Heat Conduction Equation for Crank-Nicolson Finite Difference Method |
Oral expression,question and answer, solving problem |
| 15 |
Stability Analysis for Classical Finite Difference Methods |
Oral expression,question and answer, solving problem |
| 16 |
final exam |
|
| Recommend Course Book / Supplementary Book/Reading |
| 1 |
1. G. D. Smith “Numericel solution of partial differential equations” (Clarendon press-Oxford 1985). |
| 2 |
2. D. M. Causon, C. G. Mingham “Introductory Finite Difference Methods for PDEs” (Ventus Publishing ApS, 2010) |
| 3 |
3. P. G. Ciarlet, Jacques Louis Lions , Philippe G. Ciarlet , "Handbook of Numerical Analysis: Finite Difference Methods” (North-Holland March 1990). |
| Required Course instruments and materials |
| The books of lecture |