Postgraduate Course: Numerical Techniques of Partial Differential Equations (MATH11068)
Course Outline
| School | School of Mathematics |
College | College of Science and Engineering |
| Course type | Standard |
Availability | Available to all students |
| Credit level (Normal year taken) | SCQF Level 11 (Postgraduate) |
Credits | 7.5 |
| Home subject area | Mathematics |
Other subject area | Financial Mathematics |
| Course website |
None |
Taught in Gaelic? | No |
| Course description | The aim of this course is to introduce students to numerical techniques for solving PDEs. For financial applications the need is for the diffusion equation and for free boundary value problems. |
Entry Requirements (not applicable to Visiting Students)
| Pre-requisites |
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Co-requisites | |
| Prohibited Combinations | |
Other requirements | None |
| Additional Costs | None |
Information for Visiting Students
| Pre-requisites | None |
| Displayed in Visiting Students Prospectus? | No |
Course Delivery Information
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| Delivery period: 2011/12 Semester 2, Not available to visiting students (SS1)
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WebCT enabled: No |
Quota: None |
| Location |
Activity |
Description |
Weeks |
Monday |
Tuesday |
Wednesday |
Thursday |
Friday |
| No Classes have been defined for this Course |
| First Class |
First class information not currently available |
| No Exam Information |
Summary of Intended Learning Outcomes
On completion of this course the student should be able to:
- Understand the techniques outlined above
- implement these numerical methods using a suitable computer package
- hold a critical understanding of modern numerical techniques for solving PDEs
- have a conceptual understanding of the relation between consistency, stability and convergence in numerical schemes
- understand the explicit, implicit and Crank-Nicolson finite difference methods for solving one-dimensional PDEs
- compute numerical solutions for simple problems involving PDEs
- demonstrate a knowledge of some methods for solving higher dimension PDEs
- find problem solutions in groups
- plan and organize self-study and independent learning
- implementation of numerical methods using a suitable computer package such as Matlab
- communicate effectively problem solutions to peers. |
Assessment Information
Examination 100%.
Examination held at Heriot-Watt University. |
Special Arrangements
| None |
Additional Information
| Academic description |
Not entered |
| Syllabus |
Not entered |
| Transferable skills |
Not entered |
| Reading list |
Not entered |
| Study Abroad |
Not entered |
| Study Pattern |
Not entered |
| Keywords | PDEs |
Contacts
| Course organiser | Dr Sotirios Sabanis
Tel: (0131 6)50 5084
Email: S.Sabanis@ed.ac.uk |
Course secretary | Mrs Kathryn Mcphail
Tel: (0131 6)50 4885
Email: k.mcphail@ed.ac.uk |
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