MA395: Numerical Solution of Differential Equations Lecture Plan 3 Credits

S.No TOPICS No. of

Classes
Unit-I Ordinary Differential Equations
1 Multistep (explicit and implicit) methods for initial value 4
problems
2 Stability and Convergence analysis 2
3 Linear and non linear boundary value problems 2
4 Quasilinearization 2
5 Shooting methods 3
Unit-II Finite difference methods
6 Finite difference approximations for derivatives 1
7 Boundary value problems (BVP) with explicit boundary 2
conditions
8 BVP with implicit boundary conditions 3
9 Error analysis, stability analysis, convergence analysis 2
Unit-III Partial Differential Equations
10 Classification of partial differential equations, finite difference 1
approximations for partial derivatives
11 Finite difference schemes for parabolic equations, Schmidt’s 4
two-level and Multilevel explicit methods
12 Crank-Nicolson’s two-level and multilevel implicit methods 3
13 Dirichlet’s problem, Neumann's problem, mixed boundary value 3
problem
14 Stability analysis 2
15 Hyperbolic Equations: Explicit methods, implicit methods, one 4
space dimension, two space dimensions, ADI methods.
16 Elliptic equations: Laplace equation, Poisson equation, iterative 4
schemes, Dirichlet’s problem, Neumann problem, mixed
boundary value problem, ADI method.
Total No. of classes = 42
Learning Resources:
Textbooks:1. Numerical Solution of Differential Equations, M. K. Jain, New Age International,
2018, Fourth Edition
2. Numerical Solution of Partial Differential Equations, G. D. Smith, Oxford University Press,
2004
Reference Books: 1. Computational Methods for Partial Differential Equations, M. K. Jain, S.
R. K. Iyengar and R. K. Jain, New Age International, 2016, Second Edition
Scheme of Evaluation:
Minor 1/ Surprise Quiz - 1st week of Feb2024- 10 Marks
MID Exam- 26th Feb 2024 to 2nd March 2024 - 30 Marks
Minor 2/Surprise Quiz/Assignment I -Last week of March 2024-10 Marks
Assignment II- Second week of April 2024 - 10 Marks
END Semester Exam:
3rd -11th May 2024- 40 Marks