Learn · NPTEL

Course11110503840 lectures

Numerical methods of Ordinary and Partial Differential Equations

Dr. G.P. Raja Sekhar · IIT Kharagpur

Start with lecture 1 At NPTEL

Lectures

Motivation with few Examples

  1. Motivation with few Examples Video

Single -Step Methods for IVPs

  1. Single - Step Methods for IVPs Video

Analysis of Single Step Methods

  1. Analysis of Single Step Methods Video

Runge - Kutta Methods for IVPs

  1. Runge - Kutta Methods for IVPs Video

Higher Order Methods/Equations

  1. Higher Order Methods/Equations Video

Error - Stability - Convergence of Single Step Methods

  1. Error - Stability - Convergence of Single Step Methods Video

Tutorial - I

  1. Tutorial - I Video

Tutorial - II

  1. Tutorial - II Video

Multi-Step Methods (Explicit)

  1. Multi-Step Methods (Explicit) Video

Multi-Step Methods (Implicit)

  1. Multi-Step Methods (Implicit) Video

Convergence and Stability of multi step methods

  1. Convergence and Stability of multi step methods Video

General methods for absolute stability

  1. General methods for absolute stability Video

Stability Analysis of Multi Step Methods

  1. Stability Analysis of Multi Step Methods Video

Predictor - Corrector Methods

  1. Predictor - Corrector Methods Video

Some Comments on Multi - Step Methods

  1. Some Comments on Multi - Step Methods Video

Finite Difference Methods - Linear BVPs

  1. Finite Difference Methods - Linear BVPs Video

Linear/ Non - Linear Second Order BVPs

  1. Linear/Non - Linear Second Order BVPs Video

BVPS -Derivative Boundary Conditions

  1. BVPS - Derivative Boundary Conditions Video

Higher Order BVPs

  1. Higher Order BVPs Video

Shooting Method BVPs

  1. Shooting Method BVPs Video

Tutorial - III

  1. Tutorial - III Video

Introduction to First Order PDE

  1. Introduction to First Order PDE Video

Introduction to Second Order PDE

  1. Introduction to Second Order PDE Video

Finite Difference Approximations to Parabolic PDEs

  1. Finite Difference Approximations to Parabolic PDEs Video

Implicit Methods for Parabolic PDEs

  1. Implicit Methods for Parabolic PDEs Video

Consistency, Stability and Convergence

  1. Consistency, Stability and Convergence Video

Other Numerical Methods for Parabolic PDEs

  1. Other Numerical Methods for Parabolic PDEs Video

Tutorial - IV

  1. Tutorial - IV Video

Matrix Stability Analysis of Finite Difference Scheme

  1. Matrix Stability Analysis of Finite Difference Scheme Video

Fourier Series Stability Analysis of Finite Difference Scheme

  1. Fourier Series Stability Analysis of Finite Difference Scheme Video

Finite Difference Approximations to Elliptic PDEs - I

  1. Finite Difference Approximations to Elliptic PDEs- I Video

Finite Difference Approximations to Elliptic PDEs- II

  1. Finite Difference Approximations to Elliptic PDEs - II Video

Finite Difference Approximations to Elliptic PDEs - III

  1. Finite Difference Approximations to Elliptic PDEs - III Video

Finite Difference Approximations to Elliptic PDEs - IV

  1. Finite Difference Approximations to Elliptic PDEs - IV Video

Finite Difference Approximations to Hyperbolic PDEs - I

  1. Finite Difference Approximations to Hyperbolic PDEs - I Video

Finite Difference Approximations to Hyperbolic PDEs - II

  1. Finite Difference Approximations to Hyperbolic PDEs - II Video

Method of characteristics for Hyperbolic PDEs - I

  1. Method of characteristics for Hyperbolic PDEs - I Video

Method of characteristics for Hyperbolic PDEs - II

  1. Method of characterisitcs of Hyperbolic PDEs - II Video

Finite Difference Approximations for 1st order Hyperbolic PDEs

  1. Finite Difference Approximations to 1st order Hyperbolic PDEs Video

Summary,Appendices, Remarks

  1. Summary, Appendices, Remarks Video

Syllabus and materials

At NPTEL, as the course publishes them.

Credits and licence

Institution
IIT Kharagpur
Department
Mathematics
Teacher
Dr. G.P. Raja Sekhar
Level
Undergraduate
Language
English
Subjects
Mathematics
Source
NPTEL
Licence
CC BY-NC-SA, as NPTEL states it. Non-commercial use only. NPTEL's terms
Attribution
NPTEL states: "Distributed under Creative Commons Attribution-ShareAlike / CC BY - NC - SA", beside a BY-NC-SA badge.
Who can watch
NPTEL gives no rating. Invisible Network shows it to Tweens profiles and older, judged from what the source says about it. How courses are placed