Numerical Methods for Time-Dependent Partial Differential Equations

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.


Grade: the final grade (FG) will be based on 20% computerexercise C1, 20% computerexercise C2 and 60% the test ("tentamen") TT, i.e. FG = 0.2*C1+0.2*C2+0.6*TT.



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!
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: => May 24 <=)
(two deadlines: 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)
May 29 Exercises/preparation for the test hand in computer exercise C2 (PART B: choose between Part B1, B2 and B3) (pdf file by email or in room 513, before 13:00)
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)