MAT3015 : Numerical solution for PDEs

Dr S.Delahaies, s.b.delahaies@surrey.ac.uk


Coursework 2 to be handed in on the 30th of April. You can work in groups of 3 people at most. Here can be found a matlab script that uses the spdiags function to solve the diffusion equation using a theta-method, this can be useful for the coursework.

Here is the script of the class test.

Coursework 1 will be given on week 3, 21st of February, it is to be handed in on week 5, tuesday the 6th of March.

Solution to coursework 1 .


Lecture notes:

notes 1

notes 2

notes 3

notes 4


Exercise sheets:

Exercise sheet 1

Exercise sheet 2

Exercise sheet 3

Exercise sheet 4

Exercise sheet 5


Lab sheets:

Lab 1 , Solution

Lab 2,

example of initialisation.

Exercise 1: example of solution for N=15 and r=0.4. Download the U.mat file and open it in matlab to see the solution.

Exercice 2: example of solution for N=20 and r=0.25. Download the U_2.mat file and open it in matlab to see the solution.

The script to run exercise number 1 can be found here.

Lab 3.

Here is a note concerning the matrix form for the FTCS and FTBS schemes

Lab 4.

Lab 5.