http://www.maths.lth.se/na/courses/FMNN20Elliptic and parabolic differential equations are often encountered in engineering applications, e.g., when modeling heat flows. These problems can rarely be solved analytically and it is therefore of great interest to construct computable approximations of the solutions. By using concepts and methods from functional analysis and from the rich theory about linear partial differential equations, we will discuss existence, stability and convergence for a number of common approximation methods.
Error estimates, convergence and stability. Existence and regularity of solutions of ordinary, elliptic and parabolic differential equations. Analysis of finite differences and the finite element method. Analysis of time-stepping methods. The interaction between the spatial and temporal discretizations. Applications of partial differential equations, such as heat conduction and diffusion-reaction processes.