NumPDE

Lecture material used in my 8 hour long PhD course on "Numerical Methods for Partial Differential Equations" at the PhD School in Physics and Astronomy of the University of Milano-Bicocca. The lectures were held between April and May 2025.

This repository contains three python notebooks to very briefly introduce students to the use of finite difference methods in the solution of hyperbolic, parabolic, and elliptic partial differential equations.

I suggest to use the notebooks in the following order:

1. Hyperbolic_PDE.ipynb
2. Parabolic_PDE.ipynb
3. Elliptic_PDE.ipynb

Comments and suggestions are welcome

Some Useful References

1. Numerical Methods for Conservation Laws by Randall J LeVeque (1992)
2. Finite Difference Methods for Ordinary and Partial Differential Equations by Randall J LeVeque (2007)
3. A First Course in the Numerical Analysis of Differential Equations by Arieh Iserles (2008)