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MSc in Applied Mathematics
Course
"Numerical solution of time-dependent PDE's I."
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• Schedule: weekly, beginning on 13th February. 10.15 - 11.45, 12.00 - 12.45

• Venue: room 3-316 (Southern building)

• Literature:

J.W. Thomas: Numerical Partial Differential Equations: Finite Difference Methods, Springer, 2005 (very detailed textbook for self-study)

B. Jovanovic, E. Süli: Analysis of Finite Difference Schemes, Springer, 2014

U.M. Ascher: Numerical Methods for Evolutionary Differential Equations, SIAM, 2008 (modern wtih more topics)

A. Quarteroni, R. Sacco, F. Saleri: Numerical Mathematics, Springer, 2007. (Section 13.)

• Study materials:

The official Hungarian lecture notes is available here.

Hungarian lecture notes for the finite element discretization.

• Information on the exam:

In all cases, oral exam (also on 27th May). Venue: room 3-705.

For the exams, you should apply through the Neptun system.

You can use a collection of formulas. This can contain at most 20 formulas with a short description (3-4 words).