Overview

Partial differential equations provide the natural mathematical description of many phenomena of interest in science, engineering and finance. Such equations are often difficult or impossible to solve using purely analytical (pencil and paper) methods, especially for realistic industrial problems. This course introduces finite difference methods for three key classes of … For more content click the Read More button below. The course includes a substantial practical component dealing with the computer implementation of the algorithms used for solving partial differential equations, as well as a broader discussion of scientific software development. Note: Students must have some previous experience with simple computer programming.

Course Outline

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Fees

Pre-2019 Handbook Editions

Access past handbook editions (2018 and prior)