Partial differential equations (PDEs) provide a natural mathematical description for many phenomena of interest in science and engineering. 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 and finite element methods for elliptic and parabolic PDEs, and discusses key concepts such as stability, convergence and computational cost. Relevant techniques in numerical linear algebra are also discussed.

The course includes a substantial practical component dealing with the computer implementation of the algorithms used for solving partial differential equations.

Note: Students must have some prior experience with computer programming.

Units of credit: 6

Exclusion: MATH3101 (jointly taught with MATH5305), MATH3301

Cycle of offering: Term 3 

Graduate attributes: The course will enhance your research, inquiry and analytical thinking abilities.

More information: Course outline (pdf)

If you are currently enrolled in MATH5305, you can log into UNSW Moodle for this course.

Course overview

Topics to be covered in the course include:

  • Finite differences for stationary problems in 1 dimension
  • Finite differences for parabolic problems in 1 dimension 
  • Finite differences in 2 dimensions
  • Finite elements in 2 dimensions