Syllabus
Syllabus
DESCRIPTION
Departmental IT resources and usage policies, computer arithmetic,
Numerical solution of Ordinary Differential Equations (ODEs): Initial value problem;
Euler’s method; Runge-Kutta methods; stability analysis; solution of systems of ODEs;
solution of higher order ODEs; boundary value problems.
Numerical solution of integral equations, Finite Volume Method on unstructured grids;
Numerical solution of Partial Differential Equations (PDEs): Finite Difference
Method; classification of PDEs, model equations; consistency, convergence and
stability analysis; solution of parabolic PDEs, elliptic PDEs and hyperbolic PDEs.
REQUIREMENTS
• ES361
TEXTBOOK
• Class notes will mainly be used.
REFERENCE BOOKS
• Numerical Methods for Engineers, by S.C. Chapra and R.P. Canale, 1998 (for ODEs)
• Numerical Methods and Analysis, by J.L. Buchanan and P.R. Turner (for ODEs)
• Computational Fluid Dynamics for Engineers, Volume 1, by Klauss A. Hoffmann and
Steve T. Chiang
• Computational Fluid Mechanics and Heat Transfer by Dale A. Anderson, John C.
Tannehill and Richard H. Pletcher
• Numerical Computation of Internal and External Flows, Volume 1: Fundamentals of
Numerical Discretization, by Charles Hirsch
• Computational Techniques for Fluid Dynamics, Volume 1: Fundamental and General
Techniques, by Clive A.J. Fletcher
• Computational Methods for Fluid Flow by Roger Peyret and Thomas D. Taylor
TENTATIVE OUTLINE
Class hours
1. INTRODUCTION 4 hrs
Preliminary remarks
AEE IT resources and usage policies
Computer arithmetic
Taylor series expansion
Error definitions
2. NUMERICAL SOLUTION OF ODE’s 9 hrs
Initial value problems
Euler’s method
Multi-step methods
Runga-Kutta methods
Stability analysis
Systems of ODEs
Higher order ODEs
Boundary-value problems
3. NUMERICAL SOLUTION OF INTEGRAL EQUATIONS 9 hrs
Integral conservation laws
Unstructured grids
Boundary conditions
Finite Volume Method
Evaluation of fluxes
Solution of 2-D Diffusion Equation
4. NUMERICAL SOLUTION OF PDEs 9 hrs
Classification of Partial Differential Equations
Model equations
Finite Difference approximations
Finite Difference Method
Consistency, stability, convergence
Discrete perturbation stability analysis
Von Neumann stability analysis
5. NUMERICAL SOLUTION OF PARABOLIC PDEs 5 hrs
Explicit methods
Implicit methods
Crank-Nicolson method
Alternating Direction Implicit (ADI) method
6. NUMERICAL SOLUTION OF ELLIPTIC PDEs 4 hrs
Jacobi iteration method
Gauss-Seidel iteration method (SOR)
Successive Line Over-Relaxation Method (SLOR)
7. NUMERICAL SOLUTION OF HYPERBOLIC PDEs 3 hrs
Upwind differencing, artificial viscosity
Lax-Wendroff method
Crank-Nicolson method
Dissipation and dispersion errors
Solution of non-linear wave equation