Appears in collection : Introduction to Numerical methods for partial differential equations

Partial differential equations (PDEs) are used in various fields of science and engineering. Analytical solutions are not found for most of the PDEs. In this course, we study numerical methods for partial differential equations. In particular, we discuss the finite difference method for parabolic, hyperbolic and elliptic equations. We compute various explicit and implicit numerical schemes for these equations. We also establish the stability and convergence analysis for a few schemes.