Previous cohorts: BM/10B/FT [Exam 12-13 II], BM/09/PT [Exam 13-14 I], BM/11/FT [Exam 13-14 II], BM/12/FT [Exam 14-15 I], BM/11/PT [Exam 14-15 II],
BM/13/FT [Exam 15-16 I], BM/14A/FT [Exam 15-16 II], BM/14B/FT [Exam 16-17 I], BM/15A/FT, BM/15B/FT
Related Material
D. M. Causon and C. G. Mingham, Introductory Finite Difference Methods for PDEs. Bookboon, 2010 [pdf]
E. Tadmor, A review of numerical methods for nonlinear partial differential equations, Bull. Amer. Math. Soc. 49 (2012), 507-554 [pdf]
R. Courant, K. Friedrichs, and H. Lewy, Über die partiellen Differenzengleichungen der mathematischen Physik, Math. Ann. 100 (1928), no. 1, 32–74 (German). [pdf]
Translated as: "On the partial difference equations of mathematical physics," IBM J. Res. Develop. 11 (1967), 215-234. [pdf]
The cost for inadequate numerical analysis can be high. The first time this offshore platform was installed, it crashed to the sea bottom causing a seismic event measuring 3.0 on the Richter scale and costing $700,000,000. The cause: flawed algorithms for the numerical solution of the relevant partial differential equations. For more information see here.