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Numerical Solutions to Partial Differential Equations - APM4808

Honours Year module NQF level: 8 Credits: 12
Module presented in English Module presented online
Purpose: Partial differential equations (PDE's) have formed a basis of many mathematical models of chemical, physical and biological problems. More recently, the use of PDE's has also extended to include the fields of economics and financial forecasting. In this module we study various finite difference methods for the numerical solution of these PDE's. The efficiency of these methods is then examined by means of theoretical analysis of their consistency, convergence and stability.