Lecture 9 of Numerical methods for differential equations (CTB2400)

• The following subjects are discussed:
  
  
  • boundary value problem, finite difference method
  • consistency, stability, convergence, condition matrix
  • Neumann boundary condition, general boundary value problem
  • convection-diffusion equation, upwind discretisation
    
    
  Corresponding pages in the book: pages 103-109. The lecture is also available via collegerama.
  
  
• Historical remarks
  
  
• Exercises 1 and 3 of page 116 can be made ( answers)
  
  
• Additional information
  
  
  • Slide show