MA3H0 Term 2

Numerical Analysis and Partial Differential Equations 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, finance, physics and engineering much of mathematical anal-
ysis is devoted to their study. The complexity of the models means that finding 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; finite element method; examples of finite elements; error analysis.
• Model finite 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 finite difference methods, while finite 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 finite element and finite difference methods that are used
for discretizing, be able to discretise an elliptic partial differential equation using finite difference and finite 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 finite element method
Claes Johnson. Cambridge University Press (1994)
The following are background reading:-

1. An analysis of the finite 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 finite 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