Course Schedule

TheoryNumericalExercisesLabs
Topology and Linear Algebra (Classes 1 and 2)Functional Analysis and Fourier Theory (Classes 3 and 4)Exercise Sheet 1Lab 1A: Getting familiar with Julia and its environment Lab 1B: The logistic map
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1. Vectors, covectors, tensors, symmetries, complexification 2. Quotient spaces 3. Norms, induced norms 4. Inner product 5. Linear maps, invariant subspaces, eigenvalues-eigenvectors, exponentials, adjoint and unitary operators 6. Topological Spaces 7. Examples, Continuity, Compactness, Sequences, convergence 8. Stability of fixed points1. Basic Elements of Functional Analysis 2. Completing a normed space 3. Hilbert spaces 4. Riesz Representation Theorem 5. Sobolev spaces of positive integer indices and the Poincaré-Hardy theorem 6. Fourier Series and Sobolev Spaces 7. Basic properties of Fourier Series 8. Sobolev spaces of real indices, two important theorems
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Ordinary Differential Equations - Analytical Studies (Classes 5 and 6)Ordinary Differential Equations - Numerical Studies (Classes 7 and 8)Exercise Sheet 2Lab 2A: Solving ordinary differential equations with numerical methods Lab 2B: Computing the stability region of some numerical integration schemes
1. Definition, examples, uniqueness, existence 2. Reduction to first-order systems 3. Geometric interpretation 4. First integrals 5. Fundamental theorem, dependence on parameters, variational equation 6. Linear systems, general solution 7. Stability1. Defining the problem 2. Various approximation methods 3. Existence proof using Euler's method 4. Stability regions
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Evolutionary Partial Differential Equations - Analytical Studies (Classes 9 and 10)Evolution Partial Differential Equations - Numerical Studies (Periodic Case) (Classes 11 and 12)Exercise Sheet 3Lab 3A: Solving a single wave equation in a periodic domain Lab 3B: Solving a simple hyperbolic system
1. Examples: advection and Burgers' equation 2. The Cauchy problem 3. Symmetric-hyperbolic systems: Wave equations, Maxwell's equations, Einstein's equations, etc. 4. Propagation cones 5. Existence and uniqueness, maximum propagation speed1. Method of lines 2. Discretizing space, finite differences 3. Discretizing time 4. Stability of evolution operators and the CFL condition
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Evolutionary Partial Differential Equations (Classes 13 and 14)Evolution Partial Differential Equations - Numerical Studies (Boundary Conditions) (Classes 15 and 16)Exercise Sheet 4Lab 4: Solving the second-order wave equation with boundaries and discontinuous interfaces
1. The initial-boundary-value problem 2. Energy estimates with boundaries1. Operators satisfying summation by parts 2. Applying boundary conditions using penalty methods
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Non-linear Theory (Classes 17 and 18)Other Evolutionary Equations (Classes 19 and 20)Exercise Sheet 5Lab 5: Solving the heat equation
1. An example (Burgers equation) 2. The general theory1. Parabolic equations (Heat equation) 2. Mixed systems (Navier-Stokes) 3. Schrödinger equation
Weak Solutions, Shocks (Classes 21 and 22)Approximating Weak Solutions (Classes 23 and 24)Exercise Sheet 6Lab 6: Solving Burgers equation
1. Examples 2. Juncture conditions 3. Propagation Speeds 4. Lack of uniqueness 5. Entropy conditionsLax-Friedrich and Weno algorithms for approximating weak solutions
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Stationary Partial Differential Equations - Analytical Studies (Classes 25 and 26)Stationary Partial Differential Equations - Numerical Studies (Classes 27 and 28)Exercise Sheet 7Lab 7: Solving the Laplacian with Dirichlet boundary conditions
1. The boundary problem 2. Ellipticity 3. Example: the Laplacian 4. Weak existence and uniqueness 5. Generalizations1. Finite element theory 2. Solving problems in their weak formulation using Gridap
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Further Topics on Hyperbolic Systems (Classes 29 and 30)Further Topics on Stationary Systems (Classes 31 and 32)
1. Strongly Hyperbolic Systems 2. Constraints1. Lax convergence theorem 2. Finite element approximation theory 3. Variations, non-elliptic systems (min-max)
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Last modified: November 16, 2024.
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