Numerical Analysis Ii

AY2019/2020 Semester 1

MAS423 is useful but not essential. This course is to provide numerical solutions of differential equations using finite difference methods and to understand the implementation of the numerical computations using computer software packages such as MATLAB. * Finite difference formulae, consistency of difference schemes, finite difference methods for ordinary differential equations, classification of second-order partial differential equations, first and second order characteristics * Matrix method and von Neumann method for stability analysis, Lax's equivalence theorem for convergence, method of characteristics * Application to heat equation, wave equation and Poisson's equation.