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Online Course

Numerical Methods: Finite difference approach

Indian Institute of Technology Roorkee and NPTEL via Swayam


This course is an advanced course offered to UG/PG student of Engineering/Science background. It contains solution methods for different class of partial differential equations. The convergence and stability analysis of the solution methods is also included . It plays an important role for solving various engineering and sciences problems. Therefore, it has tremendous applications in diverse fields in engineering sciences.

INTENDED AUDIENCE : UG students of technical universities/collegesPRE-REQUISITES : Numerical Methods Basic KnowledgeINDUSTRY SUPPORT : TCS, Intel, General Electric, General Motors, ABB, Nuclear Industries, etc



Week 1: Introduction to Numerical methods, Initial and Boundary value problems, Numerical solution of ODE, Picard’s method, Taylor’s series method, Euler’s method, ModifiedEuler’s method, Runge-Kutta method.Week 2 : Introduction of PDE, Classification of PDE: parabolic, elliptic and hyperbolic. Boundary and initial conditions, Taylor series expansion, analysis of truncation error, Finite difference method: FD, BD & CD, Higher order approximation, Order of Approximation, Polynomial fitting, One-sided approximation.Week 3 : Parabolic equation in 2D, Explicit & Crank-Nicolson method, Alternating direction Implicit method (ADI), Elliptic equations, Solution of Poisson equation with Example,Successive over Relaxation (SOR) method, Solution of Elliptic equation by using ADI method, Example.Week 4 : Hyperbolic equations, solution using Explicit method, Stability analysis of Explicit and Implicit scheme, Example, Characteristics of PDE, Solution of Hyperbolic equation by using methods of Characteristics, Hyperbolic equation of first order, Lax-Wendroff’s method, Wendroff’s method, stability analysis of method, Example.

Taught by

Ameeya Kumar Nayak

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