HAX703X - Numerical analysis of hyperbolic partial differential equations

1st year M.Sc, Montpellier Faculty of Sciences, 2025

Documents

Link to all ressources on Moodle.

Contents

1) Introduction to Partial Differential Equations (PDEs)

  • Definition of PDEs
  • Classification: hyperbolic, elliptic, parabolic equations

2) Finite Difference methods (FD)

  • Approximation of differential operators using FD methods
  • Solving stationary and then time-dependent problems
  • Accuracy and stability analysis

3) Analytical resolution of Scalar Conservation Laws (SCL)

  • Method of characteristics
  • Weak solutions
  • Entropy inequality
  • Riemann problems

4) Finite Volume methods (FV)

  • FV methods applied to scalar conservation laws
  • Godunov scheme
  • Numerical fluxes
  • TVD (Total Variation Diminishing) schemes

Main responsible: François Vilar