Course description: This course focuses on modern numerical techniques for linear and nonlinear elliptic, parabolic and hyperbolic partial differential equations (PDEs), and integral equations fundamental to a large variety of applications in science and engineering. Topics include: formulations of problems in terms of initial and boundary value problems; finite difference and finite element discretizations; boundary element approach; fast solution methods for partial differential and integral equations, including Krylov subspace and multipole methods.
- Teacher: Michał Rewieński