Finite Difference Methods for Partial Differential Equations

Click on the topics below to view DVI files of the course material. Note: These notes are from the course for 1996-7. This year's material may be slightly different.

Handouts

Classification of 2nd order quasilinear PDEs.
Explicit Method for simple diffusion equation.
Separation of Variables
Matrix stability method
General explicit method for non-linear, parabolic problem.
Alternating Direction Implicit (ADI) method
Upwinding methods for advection equations.
Lax-Wendroff methods

Problem sheets

Problem sheet 1
Problem sheet 2 which when printed out includes picture.

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