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Numerical Methods for Partial Differential Equations:
an Overview and Applications

André Jaun, NADA, Royal Institute of Technology, Stockholm

Register now for the Netuniversity edition (10 Oct - 16 Dec 2005)

This is the web edition of the distance learning courses taught at the Royal Institute of Technology in Stockholm (KTH course 2D5246, 4 points), the Swedish Netuniversity (KTH course 2D4232, 4 points), other universities and independent learners from outside Sweden. The target in 4 weeks time, is to provide an introduction in computational methods for graduate- and lifelong learning students, using a flexible and applied learning method that can easily be tailored to professional schedules. Short video recordings introduce the subject by following the teacher's line of thought; the material is then studied and assimilated in a problem based learning environement, performing numerical experiments in the JBONE applet below: be patient, it takes a one time only 70 secs to load with a modem...

JBONE applet  press START/STOP to simulate the propagation of a shock wave computed with a finite difference approximation of the Burger equation. You may re-scale the plot area using Toggle display and edit the parameters with a click of the mouse button.
Click to load the JBONE applet

Numerical methods such as finite differences, finite elements, fast Fourier transforms, Monte-Carlo and Lagrangian schemes are discussed for a variety of problems including the advection, diffusion, Black-Scholes, Burger, Korteweg-DeVries and the Schroedinger equation. Assignments are submitted from the web browser and are automatically compiled into web pages where the students explain with their own words, equations and programs how to derive, implement and run their own numerical schemes.

Recommended by
The NSDL Scout Report for Math, 
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