Partial differential equations and numerical methods

Credits

6 ECTS, CM 16.5h, TD 16.5h, TP 16.5h

  • Partial differential equations and numerical methods [GBX7AM11] - 6 ECTS
    • Lecture [GBX7AM09] (3 ECTS)
    • Lab [GBX7AM12] (3 ECTS)

Instructors

Emmanuelle Crépeau

Frédérique CHARLES, Eric Blayo, Ibrahim Cheddadi, Martin Schreiber

Description

Give an overview of modelling using partial differential equations.

  • Types of equations, conservation laws

  • Finite differences methods

  • Laplace equation

  • Parabolic equations (diffusion)

  • Hyperbolic equations (propagation)

  • Non linear hyperbolic equations

  • This course include practical sessions.

Course Organization

3ECTS = Lecture 16.5h + Lab 16.5h - Course Joined with Ensimag 2A 4MMMEDPS

3ECTS = Lecture 16.5h + Lab 1.5h - MSIAM specific course (in-depth and practical session)

Assessment

  • 1/2 practical
  • 1/2 final written exam
  • Basic notions of real analysis, including Taylor formula
  • functions of several real variables
  • partial derivatives methods for solving first order ordinary differential equations (linear case, variation of constants method, separable ODEs…)
  • Basic notions on Fourier series and Fourier transform.