Introduction to Partial Differential Equations
Many phenomena in real life applications are modeled by partial differential equations (PDEs). These mathematical models are sets of equations, which describe the essential behavior of a natural or artificial system, in order to forecast and control its evolution. We will give an overview on the derivation of PDEs from physical applications and discuss their mathematical background. The theoretical investigations will be accompanied by the introduction and implementation of numerical schemes for their actual solution.
Knowledge and understanding of the foundations of partial differential equations and finite difference methods for their numerical solution.
Direct instruction plus exercises.
Written or oral exam.