MA3H0 Numerical Analysis and Partial Differential Equations

Term 2 15 CATS

Status: Core, List A,B,C,D Prerequisites: This module uses material from many of the Core 1st and 2nd year modules, particularly MA231 Vector Analysis, MA244 Analysis III and MA250 Introduction to Partial Differential Equations. Commitment: 30 lectures. Content: This course addresses the mathematical theory of discretization of partial differential equations (PDEs) which is one of the most important aspects of modern applied mathematics. Because of the ubiquitous nature of PDE based mathematical models in biology, advanced materials, nance, physics and engineering much of mathematical analysis is devoted to their study. The complexity of the models means that nding formulae for solutions is impossible in most practical situations. This leads to the subject of computational PDEs. On the other hand, the understanding of numerical solution requires advanced mathematical analysis. A paradigm for modern applied mathematics is the synergy between analysis, modelling and computation. This course is an introduction to the numerical analysis of PDEs which is designed to emphasise the interaction between mathematical theory and numerical methods. Topics in this module include: Analysis and numerical analysis of two point boundary value problems. Variational formulation of elliptic PDEs; function spaces; abstract variational problem; Lax Milgram. Galerkin method; nite element method; examples of nite elements; error analysis. Model nite difference methods and Fourier analysis. Aims The aim of this course is to provide an introduction to the analysis and design of numerical methods for solving partial differential equations of elliptic, hyperbolic and parabolic type. Concepts such as consistency, convergence and stability of numerical methods will be discussed. Fourier methods will be used to analyse stability and convergence of nite difference methods, while nite element methods will be analysed in terms of interpolation error estimates. Objectives Students who have successfully taken this module should be aware of the issues around the discretization of several different types of pdes, have a knowledge of the nite element and nite difference methods that are used for discretizing, be able to discretise an elliptic partial differential equation using nite difference and nite element methods, carry out stability and error analysis for the discrete approximation to elliptic, parabolic and hyperbolic equations in certain domains. Contents of the module. This should be one or two paragraphs selling the module to the potential audience and indicating broadly the material to be covered. See existing entries for examples. Books: 1. Essential Partial differential equations with numerical methods Stig Larsson and Vidar Thomee Springer Texts in Applied Mathematics Volume 45 (2005) 2. Numerical solution of partial differential equations K W Morton and D F Mayers Cambridge University Press Second edition (2005) 3. Numerical solution of partial differential equations by the nite element method Claes Johnson. Cambridge University Press (1994) The following are background reading:1. An analysis of the nite element method Gilbert Strang and G. Fix Wellesley-Cambridge Press Second Edition (2008) ISBN 09802327 08 978 09802327 07 2. Finite Elements(3rd Edition) Dietrich Braess Cambridge University Press Paperback (ISBN-13:9780521705189)

3. The mathematical theory of nite element methods S Brenner and L Ridgeway Scott Springer Texts in Applied Mathematics Volume 15 (2008) Third edition Assessment: Unseen written exam 100% Lecturer: Charlie Elliott