Numerical methods of Ordinary and Partial Differential Equations (USB)

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Media Storage Type : 32 GB USB Stick

NPTEL Subject Matter Expert : Dr. G.P. Raja Sekhar

NPTEL Co-ordinating Institute : IIT Kharagpur

NPTEL Lecture Count : 40

NPTEL Course Size : 12 GB

NPTEL PDF Text Transcription : Available and Included

NPTEL Subtitle Transcription : Available and Included (SRT)


Lecture Titles:

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

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