STUDY GUIDE 

TW3730TU 2019-2020 
Numerical Methods for Partial Differential Equations 

SOURCES:

Book:​ Numerical Methods for Partial Differential Equations, J. van Kan, A. Segal, F. Vermolen, H. Kraaijevanger,
DAP 2019
Slides:​ Linear Solvers (Part 1 and Part 2)
Practicum problems: ​see pdf files on Brightspace

GRADING POLICY:

Practicum grade:​ 0 <= Practicum <= 10, minimum pass grade is 5.8.
Practicum = 0.5*(Timeliness + Correctness).

Notes:​ All reports are strictly individual, no team-work allowed. Problems’ deadlines are indicated in the rightmost
column of the Study Guide table.

Example:​ if 50% of the practicum problems were (mostly) finished on time and 80% of them were correct (in the
submitted version of the Report), then Practicum = 0.5*(5+8) = 6.5.

Exam grade:​ 0 <= Exam <= 10, minimum pass grade is 5.8

Final grade​ = 0.4 * Practicum + 0.6 * Exam

Week Chapters Topics Homework / Practicum problems

1.1 1.3 Gradient, directional derivative, 1.3.6, 1.3.8, 1.3.9

2.1 divergence, Gauss’s and Green’s 2.1.1
2.2 theorems, global and local conservation 2.2.1, 2.2.2
2.4.1 laws, classification of PDE’s, boundary
2.4.2 and initial conditions

Practicum 1 Solving theoretical problems, installing Install software

LaTeX or creating online account,
Python 3, numpy, matplotlib, scipy,
ipython

2.3 Maximum principle, uniqueness 2.3.2, 2.3.4, 2.3.5, 2.3.6, 2.3.7

1.5

Practicum 2 Homework feedback, solving theoretical Report 1: start problem 1

problems, typing solutions in LaTeX,
start working on Report 1

1.2 3.1.1 Finite-Difference Method (FDM) in 1D, 3.1.1, 3.1.2, 3.1.3

3.1.2 local approximation order of FDM, 1D 3.1.4, 3.1.5
FD Laplacian matrix and its properties

Practicum 3 Homework feedback, assembling 1D FD Report 1: finish problem 1,

Laplacian matrix on paper and in start problem 2
 Python, finding matrix eigenvalues and
eigenvectors

3.1.3 Global error, FD discretization of the 3.1.7, 3.18, 3.1.9, 3.1.10

3.2 Poisson equation with inhomogeneous 3.2.3, 3.2.4, 3.2.5
3.3 coefficients, approximation of boundary
conditions, upwinding

Practicum 4 Homework feedback, solving 1D Report 1: finish problem 2,

Poisson equation with FDM, studying start problem 3
convergence theoretically and
numerically

1.3 3.4 FDM in 2D, properties of 2D FD 3.4.1, 3.4.2, 3.4.3, 3.4.4

3.5 Laplacian matrix 3.6.1, 3.6.2
3.6

Practicum 5 Homework feedback, solving 2D Report 1: continue problem 3

Poisson equation with FDM, ​start Report 2: start problem 1
working on Report 2

4.1 Finite Volume Method (FVM) in 1D, 4.1.1, 4.1.2, 4.1.3, 4.1.4, 4.1.6, 4.1.7
cell-centered and vertex-centered
discretizations, discrete conservation
law, local approximation order of FVM

Practicum 6 Homework feedback, solving 1D Report 1: finish problem 3,

Poisson equation with FVM, studying start problem 4
convergence

1.4 4.2 FVM in 2D, boundary conditions for 4.2.4, 4.2.5, 4.2.6
straight and skewed boundaries,
symmetry, positivity and diagonal
dominance of the FVM Laplacian matrix,
positivity of the FVM solution

Practicum 7 Assembling parts of 2D FV Laplacian Report 1: finish problem 4

matrix on paper Report 2: finish problem 1,
start problem 2

6.2 Time-dependent problems, time To be updated ...

6.4 integration methods, convergence and
6.5 stability of forward/backward Euler and
6.6 trapezoidal methods, numerical solution
of the diffusion equation

Practicum 8 Get feedback on Report 1,​ numerical Report 1: show draft

solution of the time-dependent diffusion Report 2: finish problem 2,
equation start problem 3

1.5 7.1, 7.2, 7.3, Numerical solution of the wave equation, To be updated ...
7.4, 7.5, 7.6, Courant-Friedrichs-Lewy stability
7.7 condition, dissipation, dispersion
 Practicum 9 Numerical solution of the 2D wave Report 2: finish problem 3,
equation start problem 4

5.1 Nonlinear PDE’s, Picard’s method, To be updated ...

5.2 Banach’s fixed-point theorem,
Newton-Raphson algorithm

Practicum 10 Numerical solution of the Report 2: finish problem 4,

reaction-diffusion equation start problem 5

Submit Report 1 as a PDF file on Brightspace. Deadline: October 13, 2019.

1.6 Slides: Linear solvers, banded LU factorization, To be updated ...

Linear linear one-step stationary iterative
Solvers - scheme, ILU, regular splittings, Jacobi,
Part 1 Gauss-Seidel and SOR methods

Practicum 11 Analysis of classical linear solvers for 2D Report 2: continue problem 5,

FD Poisson equation start problem 6

Slides: Krylov subspace, spectral polynomials, To be updated ...

Linear Hessenberg form, Arnoldi algorithm,
Solvers - polynomial approximation problem,
Part 2 GMRES algorithm

Practicum 12 Analysis of Krylov methods for 2D Report 2: continue problems 5 and 6

Poisson, Shielded Poisson and
Helmholtz equations

1.7 Practicum 13 Finishing homework and Report 2 Report 2: continue problems 5 and 6

Practicum 14 Finishing homework and Report 2 Report 2: continue problems 5 and 6

1.8 Practicum 15 Finishing homework and Report 2 Report 2: finish problems 5 and 6

Practicum 16 Get feedback on Report 2 Report 2: show draft

1.9 Practicum 17 Practice for exam

Practicum 18 Practice for exam

Submit Report 2 as a PDF file on Brightspace. Deadline: November 3, 2019.

Exam (written, theory): November 7, 2019 (do not forget to register on time!)

Re-exam (written, theory): December 10, 2019 (do not forget to register on time!)