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DEGREE REGULATIONS & PROGRAMMES OF STUDY 2018/2019

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DRPS : Course Catalogue : School of Mathematics : Mathematics

Postgraduate Course: Numerical Partial Differential Equations with Applications (MATH11191)

Course Outline
SchoolSchool of Mathematics CollegeCollege of Science and Engineering
Credit level (Normal year taken)SCQF Level 11 (Postgraduate) AvailabilityAvailable to all students
SCQF Credits10 ECTS Credits5
SummaryThis course introduces the numerical discretisation of partial differential equations. A number of different partial differential equations will be considered, and methods for yielding approximate numerical solutions will be studied. The course makes significant use of tools from linear algebra, and will include an extended piece of coursework which will apply principles developed in the course to write a numerical solver for a partial differential equations problem.
Course description This course introduces the numerical discretisation of partial differential equations. A number of different partial differential equations will be considered, and methods for yielding approximate numerical solutions will be studied. The course makes significant use of tools from linear algebra, and will include an extended piece of coursework which will apply principles developed in the course to write a numerical solver for a partial differential equations problem.

- Finite difference discretisation
- The method of lines
- Consistency, stability, and convergence
- Methods for proving numerical stability
- Galerkin finite element discretisation
- Boundary conditions
- Discretisation matrices
- Writing numerical solvers for partial differential equations using Matlab
Entry Requirements (not applicable to Visiting Students)
Pre-requisites Co-requisites
Prohibited Combinations Other requirements Students NOT on the MSc in Computational Applied Mathematics programme MUST have passed Honours Differential Equations (MATH10066) AND Computing and Numerics (MATH08065)
Information for Visiting Students
Pre-requisitesNone
High Demand Course? Yes
Course Delivery Information
Academic year 2018/19, Available to all students (SV1) Quota:  None
Course Start Semester 2
Timetable Timetable
Learning and Teaching activities (Further Info) Total Hours: 100 ( Lecture Hours 22, Seminar/Tutorial Hours 6, Supervised Practical/Workshop/Studio Hours 9, Summative Assessment Hours 2, Programme Level Learning and Teaching Hours 2, Directed Learning and Independent Learning Hours 59 )
Assessment (Further Info) Written Exam 70 %, Coursework 30 %, Practical Exam 0 %
Additional Information (Assessment) Coursework : 30%
Examination : 70%
Feedback Not entered
Exam Information
Exam Diet Paper Name Hours & Minutes
Main Exam Diet S2 (April/May)Numerical Partial Differential Equations with Applications (MATH11191)2:00
Learning Outcomes
On completion of this course, the student will be able to:
  1. Study solutions to partial differential equations using numerical methods
  2. Discretise partial differential equations via the finite difference method
  3. Discretise weak form partial differential equations via the finite element method
  4. Understand the principles of discretisation consistency, stability, and accuracy
  5. Develop numerical solvers for partial differential equations
Reading List
"Finite Difference Methods for Ordinary and Partial Differential Equations" by Randall J LeVeque.
Additional Information
Graduate Attributes and Skills Not entered
KeywordsNPDEA
Contacts
Course organiserDr James Maddison
Tel: (0131 6)50 5036
Email: j.r.maddison@ed.ac.uk
Course secretaryMiss Sarah McDonald
Tel: (0131 6)50 5043
Email: sarah.a.mcdonald@ed.ac.uk
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