Introduction to Numerical Methods for ODEs and PDEs. Methods of Approximation Lecture 3 : finite differences Lecture 4 : finite elements. Prevalent numerical methods in engineering and the sciences.
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Introduction to Numerical Methods for ODEs and PDEs
Methods of Approximation
Lecture 3: finite differences
Lecture 4: finite elements
We will introduce in some detail the basic ideas associated with two classes of numerical methods
….while skipping a third class of methods which are quite prevalent Boundary Element Methods (BEM)
Rely on direct approximation of governing differential equations, using numerical differentiation formulas
Using the 1D rod problem (elliptic) as a template: