**wisL602, Spring 2019**

**Lecturer:**
Dr. P.A. Zegeling, room 513, Math. Building (= HF-Building), Budapestlaan 6, Utrecht (030-2533720).

**Venue:**
Universiteit Utrecht , Budapestlaan 6, Utrecht, HF-Building : room 611AB

**Time:**
10:00-12:45 (theory and exercises).

**Literature:**
lecture notes and articles (see below) and *background material* => the book "Finite Difference Methods for Ordinary and Partial Differential Equations" by Randall J. LeVeque, 2007.

DATE |
LECTURES |
LECTURE NOTES |
EXERCISES |
EXTRA INFO |

February 6 | Lecture 1: intro PDEs + basic tools | Lecture notes 1 | Exercises 1 Solutions 1 |
E1a E1b E1c E1d E1e |

February 13 | Lecture 2: finite difference approximations | Lecture notes 2 | Exercises 2 Solutions 2 |
E2a E2b E2c |

February 20 | Lecture 3: time-integration methods and the method-of-lines | Lecture notes 3 | Exercises 3 Solutions 3 |
E3a E3b E3c E3d Matlab-file for plotting stability regions |

February 27 | Lecture 4: the heat equation | Lecture notes 4 | Exercises 4 Solutions 4 |
E4a E4b |

March 6 | Lecture 5: the advection equation | Lecture notes 5 | Exercises 5 Solutions 5 |
E5 |

March 13 | Lecture 6: nonlinear hyperbolic PDEs and the wave equation | Lecture notes 6 | Exercises 6 Solutions 6 |
E6a E6b computer exercise C1 article A article B article C (deadline: April 3, 10:00 => only a printed version!) |

March 20 | No lecture today! |
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March 27 | Lecture 7: finite elements (part 1; the stationary case) | Lecture notes 7 | Exercises 7 Solutions 7 |
E7a E7b E7c |

April 3 | Lecture 8: finite elements (part 2; the time-dependent case) | Lecture notes 8 | Exercises 8 Solutions 8 |
E8 |

April 10 | Lecture 9: fractional PDEs & boundary value methods | Lecture notes 9 | Exercises 9 Solutions 9 |
E9frac1 E9frac2 E9frac3 E9bv1 E9bv2 E9bv3 |

April 17 | Lecture 10: adaptive grid methods | Lecture notes 10a Lecture notes 10b Lecture notes 10c Lecture notes 10d |
Exercises 10 Solutions 10 |
E10a E10b computer exercise C2 (version: (two deadlines: => May 24 <=)see below => only a printed version!)matlab file for Part B2 Lectures 9, 11 and 12 play a role in C2 |

April 24 | Lecture 11: Hamiltonian PDEs | Lecture notes 11 | Exercises: see computer exercise C2, Part B1 | E11a E11b |

May 1 | Lecture 12: inverse problems (guest lecturer: Tristan van Leeuwen) | Lecture notes 12 | Exercises: see computer exercise C2, Part B2 | |

May 8 | No lecture today! | |||

May 15 | Lecture 13: nonstandard finite differences, splitting methods, exponential integrators, implicit-explicit methods | Lecture notes 13 | Exercises 13 Solutions 13 |
E13a E13b E13c computer exercise C2 (PART A) ==> extended deadline => May 22! (see below) |

May 22 | Summary of lectures, preparation for Test and Exercises 1-13 | hand in computer exercise C2 (PART A)computer exercise C2 (PART B: choose between Part B1, B2 and B3 ==> extended deadline => May 29; 13:00! (see below) |
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May 29 | Exercises/preparation for the test | hand in computer exercise C2 (PART B: (pdf file by email or in room 513, before 13:00)choose between Part B1, B2 and B3) |
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June 5 | Please reserve a time-slot between 10:00 and 13:00 (if needed); Location: room 513 | still available (on May 29; 12:00) are: 10:30-11:00 12:00-12:30 |
Exercises/preparation for the test | |

June 12 | TEST (TENTAMEN)[pdf] [solutions] Grades for the test have been sent by a personal email on Monday June 17 Final grades have been sent by a personal email on Sunday June 23 Final grades have been registered at MasterMath on Monday June 24 |
LOCATION: EDU Theatron | TIME: 10:00-13:00 (doors open at 9:45) | which lectures and exercises are of importance for the test? (update: May 27)Lecture 1 & Exercises 1.1-1.7 Lecture 2 & Exercises 2.1-2.3, 2.6-2.10 Lecture 3 & Exercises 3.1-3.6 Lecture 4 & Exercises 4.1-4.5, 4.7-4.8 Lecture 5 & Exercises 5.1-5.9 Lecture 6 & Exercises 6.2-6.8 Lecture 7 & Exercises 7.1-7.2 Lecture 8 & Exercises 8.1-8.4 Lecture 9 & Exercises 9.1-9.5 Lecture 10 & Exercises 10.1, 10.2, 10.4-10.8 Lecture 13 & Exercises 13.1-13.6 |

June 19 | Inzagemoment tentamen (test and results can be inspected) |
Room 513 (HF-building, Budapestlaan 6) |
Time: 10:00-13:00 | Please reserve a timeslot (via email or telephone or in room 513) |

July 3 | RETAKE (HERTENTAMEN)[pdf] (not available yet) [solutions] (not available yet) Grades for the retake and the final grades will be sent by a personal email on Friday July 5 |
LOCATION: BBG 115 | TIME: 10:00-13:00 (doors open at 9:45) |