Lectures
1. Elementary notions on partial differential equations by N. Bedjaoui, France
Classification
Heat equation: separation of variables, Fourier series, Fourier transform
Basic qualitative aspects
Linear transport equation, method of characteristics
Elliptic equations, weak formulation, Lax-Milgram theorem
Exercises about the wave equation
2. Examples of discretization of partial differential equations by J. Correia, Portugal
Euler’s method
Finite difference method
Consistency, stability, convergence, order
Application to the heat equation, boundary conditions
Exercises about the Poisson, transport and wave equations
3. Numerical resolution of linear and nonlinear systems by Y. Mammeri, France
Brief reminder of conditioning, subordinate norms, spectral radius, Gauss and LU decomposition
Iterative methods
Application to the discretization of PDE
Optimization of convex functions, Picard’s method, Newton's methods
Application to the calibration of PDE
4. Practical implementation by M. Pires, Portugal
Reminder of scientific python
Discretization, finite differences, boundary conditions
Numerical solvers
Visualisation
Implementation of the Poisson and heat equations
Exercises about transport and wave equations