Numerical Solutions to Partial Differential Equations - APM4808 |
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| Honours | Year module | NQF level: 8 | Credits: 12 |
| Module presented in English | Module presented online | ||
| Purpose: Partial differential equations (PDE's) have formed a basis of many mathematical models of chemical, physical and biological problems. More recently, the use of PDE's has also extended to include the fields of economics and financial forecasting. In this module we study various finite difference methods for the numerical solution of these PDE's. The efficiency of these methods is then examined by means of theoretical analysis of their consistency, convergence and stability. | |||