UNIVERSITI MALAYSIA PAHANG

CENTRE FOR MATHEMATICAL SCIENCES

MASTER OF SCIENCE (INDUSTRIAL MATHEMATICS)

Course Name: Partial Differential Equations

Course Code: MSM4454

Course Classification: Elective (open/free)

Synopsis: This course will focus on the formulation of first and second order partial differential
equations(PDEs) for three basic types of hyperbolic, parabolic and elliptic equations. The concentration
is on concrete examples and problem solving of PDEs which include heat, wave and Laplace' s equation
that arise in various physical systems. It also covers finite difference schemes, Green's functions and
perturbation methods for elliptic, parabolic and hyperbolic equations. In addittion, this course also
includes numerical methods for PDEs that emphasis on finite difference and finite element methods.
The main numerical issues such as convergence and stability will also be discussed. Study on real case
study such as current stock price and bioengineering problem will be carried out and the solution will be
attained using MATLAB Software.

Credit Value: 4

Prerequisite / co-requisite (if any): None

Course Learning Outcomes (CLO):

CLO 1 Classify the fundamental principals of partial differential equations(PDEs) to solve hyperbolic,
parabolic and elliptic equations (C4, PLO1).

CLO 2 Formulate appropriate numerical methods for solving various problems in partial differential
equations (C5, PLO3).

CLO 3 Adapt mathematical software to solve various problems in partial differential equations (P6,
PLO2).

CLO 4 Practise ethical and professionalisme in technical report writing and presentation (A5, PLO8).

Assessment Methods:

Laboratory Report 20%

Project 40%

Test 40%

Software: MATLAB
 UNIVERSITI MALAYSIA PAHANG
CENTRE FOR MATHEMATICAL SCIENCES

MASTER OF SCIENCE (INDUSTRIAL MATHEMATICS)

References:

1 Smith, G.D. (1978), The Numerical Solutions of Partial Differential Equations, Oxford University
Press (Latest version-Main Reference)

2 Zauderer, E, (2006), Partial Differential Equations of Applied Mathematics, third edition, John
Wiley (Latest version).

3 Morton, K.W. and Mayers, D.F. (2005), Numerical Solution of Partial Differential Equations: An
Introduction, Cambridge University Press (Latest version).

4) Gockenbach, M. S. (2002), Partial Differential Equations: Analytical and Numerical Methods,

SIAM (Latest version).

5) J.Kevorkian (1990) Partial Differential Equations: Analytical Solution Techniques. Wadsworth and
Brooks (Latest version).

Teaching Plan: (4 Hrs Lect)

Week Chapter Lecturer

1 Abdul Rahman Mohd
Chapter 1: First Order Linear PDE
Kasim
12/3/2022 1.1 Introduction to PDE
Saturday 1.2 The method of characteristics
2.00 pm -6.00 pm 1.3 General constant coefficients equations
1.4 Variable coefficient equations
2 Abdul Rahman Mohd
Chapter 2:Second Order Linear PDE Kasim
19/3/2022
Saturday 2.1 Hyperbolic equations
2.00 pm -6.00 pm 2.2 Parabolic equations

3 Abdul Rahman Mohd

Chapter 2:Second Order Linear PDE Kasim
26/3/2022
Saturday 2.3 Eliptic equations (SOR and conjugate gradient
2.00 pm -6.00 pm methods, ADI schemes)
 UNIVERSITI MALAYSIA PAHANG
CENTRE FOR MATHEMATICAL SCIENCES

MASTER OF SCIENCE (INDUSTRIAL MATHEMATICS)

4 Abdul Rahman Mohd

Chapter 3: Green's Functions
Kasim
2/4/2022
3.1 Integral Theorem and Green functions
Saturday
3.2 Generalized functions
2.00 pm -6.00 pm
3.3 Green function for hyperbolic equation
5 Abdul Rahman Mohd
Chapter 3: Green's Functions Kasim
9/4/2022
Saturday 3.4 Green function for parabolic equation
2.00 pm -6.00 pm 3.5 Gren functionfor elliptic equation

6 Nor Alisa Mohd

Damanhuri
16/4/2022 Chapter 4: Pertubation Methods
Saturday
2.00 pm -6.00 pm 4.1 Regular pertubation method
4.2 Singular pertubation method

7 Nor Alisa Mohd

Chapter 5: Finite Difference Scheme for partial Damanhuri
23/4/2022 differential equation
Saturday
2.00 pm -6.00 pm 5.1 Overview implicit and explicit method
5.2 Taylor's series expansion
5.3 Cranck nicolsan method

8 Chapter 5: Finite Difference Scheme for partial Nor Alisa Mohd

differential equation Damanhuri
30/4/2022
Saturday 5.4 Finite Difference Methods for the One-
2.00 pm -6.00 pm Dimensional Heat Equation
5.5 Finite Difference Methods for the One-
Dimensional Wave
Equation
-Produced algorthm of the solutions on heat and
wave equations
9 5.6 Basic convergence property Nor Alisa Mohd
5.6.1 Stability, consistency Damanhuri
14/5/2022 5.6.2 Rate of convergence
Saturday 5.7 Application on Engineering & Technology
2.00 pm -6.00 pm
 UNIVERSITI MALAYSIA PAHANG
CENTRE FOR MATHEMATICAL SCIENCES

MASTER OF SCIENCE (INDUSTRIAL MATHEMATICS)

10 Norazaliza Mohd Jamil

Chapter 6: Finite Element methods
21/5/2022
Saturday
6.1 Overview on Finite Element Method
2.00 pm -6.00 pm

11 Norazaliza Mohd Jamil

Chapter 6: Finite Element methods
28/5/2022
Saturday 6.2 The Finite Element Method for Elliptic
2.00 pm -6.00 pm Equations in Two Dimensions

12 Chapter 6: Finite Element methods Norazaliza Mohd Jamil

4/6/2022 6.3 The Finite Element Method for hyperbolic

Saturday Equations in Two Dimensions
2.00 pm -6.00 pm
-Produced algorthm of the solutions on hypebolic
equations
13 Norazaliza Mohd Jamil
6.4 Basic convergence property
11/6/2022
6.4.1 Stability, consistency
Saturday
6.4.2 Rate of convergence
2.00 pm -6.00 pm

14 Norazaliza Mohd Jamil

18/6/2022
6.5 Application on Engineering & Technology
Saturday
2.00 pm -6.00 pm