NPTEL : Numerical methods of Ordinary and Partial Differential Equations (Mathematics)

Co-ordinators : Dr. G.P. Raja Sekhar


Lecture 1 - Motivation with few Examples

Lecture 2 - Single - Step Methods for IVPs

Lecture 3 - Analysis of Single Step Methods

Lecture 4 - Runge - Kutta Methods for IVPs

Lecture 5 - Higher Order Methods/Equations

Lecture 6 - Error - Stability - Convergence of Single Step Methods

Lecture 7 - Tutorial - I

Lecture 8 - Tutorial - II

Lecture 9 - Multi-Step Methods (Explicit)

Lecture 10 - Multi-Step Methods (Implicit)

Lecture 11 - Convergence and Stability of multi step methods

Lecture 12 - General methods for absolute stability

Lecture 13 - Stability Analysis of Multi Step Methods

Lecture 14 - Predictor - Corrector Methods

Lecture 15 - Some Comments on Multi - Step Methods

Lecture 16 - Finite Difference Methods - Linear BVPs

Lecture 17 - Linear/Non - Linear Second Order BVPs

Lecture 18 - BVPS - Derivative Boundary Conditions

Lecture 19 - Higher Order BVPs

Lecture 20 - Shooting Method BVPs

Lecture 21 - Tutorial - III

Lecture 22 - Introduction to First Order PDE

Lecture 23 - Introduction to Second Order PDE

Lecture 24 - Finite Difference Approximations to Parabolic PDEs

Lecture 25 - Implicit Methods for Parabolic PDEs

Lecture 26 - Consistency, Stability and Convergence

Lecture 27 - Other Numerical Methods for Parabolic PDEs

Lecture 28 - Tutorial - IV

Lecture 29 - Matrix Stability Analysis of Finite Difference Scheme

Lecture 30 - Fourier Series Stability Analysis of Finite Difference Scheme

Lecture 31 - Finite Difference Approximations to Elliptic PDEs - I

Lecture 32 - Finite Difference Approximations to Elliptic PDEs - II

Lecture 33 - Finite Difference Approximations to Elliptic PDEs - III

Lecture 34 - Finite Difference Approximations to Elliptic PDEs - IV

Lecture 35 - Finite Difference Approximations to Hyperbolic PDEs - I

Lecture 36 - Finite Difference Approximations to Hyperbolic PDEs - II

Lecture 37 - Method of characteristics for Hyperbolic PDEs - I

Lecture 38 - Method of characterisitcs for Hyperbolic PDEs - II

Lecture 39 - Finite Difference Approximations to 1st order Hyperbolic PDEs

Lecture 40 - Summary, Appendices, Remarks