Partial differential equations and numerical methods


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


Emmanuelle Crépeau

Eric Blayo, Ibrahim Cheddadi, Martin Schreiber


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)


1/2 practical 1/2 final written exam


Basic notions of real analysis, including Taylor formula, functions of several real variables and 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