# 401-0674-00L Numerical Methods for Partial Differential Equations

Semester | Spring Semester 2020 |

Lecturers | R. Hiptmair |

Periodicity | yearly recurring course |

Language of instruction | English |

Comment | Not meant for BSc/MSc students of mathematics. |

Abstract | Derivation, properties, and implementation of fundamental numerical methods for a few key partial differential equations: convection-diffusion, heat equation, wave equation, conservation laws. Implementation in C++ based on a finite element library. |

Objective | Main skills to be acquired in this course: * Ability to implement fundamental numerical methods for the solution of partial differential equations efficiently. * Ability to modify and adapt numerical algorithms guided by awareness of their mathematical foundations. * Ability to select and assess numerical methods in light of the predictions of theory * Ability to identify features of a PDE (= partial differential equation) based model that are relevant for the selection and performance of a numerical algorithm. * Ability to understand research publications on theoretical and practical aspects of numerical methods for partial differential equations. * Skills in the efficient implementation of finite element methods on unstructured meshes. This course is neither a course on the mathematical foundations and numerical analysis of methods nor an course that merely teaches recipes and how to apply software packages. |

Content | 1 Second-Order Scalar Elliptic Boundary Value Problems 1.2 Equilibrium Models: Examples 1.3 Sobolev spaces 1.4 Linear Variational Problems 1.5 Equilibrium Models: Boundary Value Problems 1.6 Diffusion Models (Stationary Heat Conduction) 1.7 Boundary Conditions 1.8 Second-Order Elliptic Variational Problems 1.9 Essential and Natural Boundary Conditions 2 Finite Element Methods (FEM) 2.2 Principles of Galerkin Discretization 2.3 Case Study: Linear FEM for Two-Point Boundary Value Problems 2.4 Case Study: Triangular Linear FEM in Two Dimensions 2.5 Building Blocks of General Finite Element Methods 2.6 Lagrangian Finite Element Methods 2.7 Implementation of Finite Element Methods 2.7.1 Mesh Generation and Mesh File Format 2.7.2 Mesh Information and Mesh Data Structures 2.7.2.1 L EHR FEM++ Mesh: Container Layer 2.7.2.2 L EHR FEM++ Mesh: Topology Layer 2.7.2.3 L EHR FEM++ Mesh: Geometry Layer 2.7.3 Vectors and Matrices 2.7.4 Assembly Algorithms 2.7.4.1 Assembly: Localization 2.7.4.2 Assembly: Index Mappings 2.7.4.3 Distribute Assembly Schemes 2.7.4.4 Assembly: Linear Algebra Perspective 2.7.5 Local Computations 2.7.5.1 Analytic Formulas for Entries of Element Matrices 2.7.5.2 Local Quadrature 2.7.6 Treatment of Essential Boundary Conditions 2.8 Parametric Finite Element Methods 3 FEM: Convergence and Accuracy 3.1 Abstract Galerkin Error Estimates 3.2 Empirical (Asymptotic) Convergence of Lagrangian FEM 3.3 A Priori (Asymptotic) Finite Element Error Estimates 3.4 Elliptic Regularity Theory 3.5 Variational Crimes 3.6 FEM: Duality Techniques for Error Estimation 3.7 Discrete Maximum Principle 3.8 Validation and Debugging of Finite Element Codes 4 Beyond FEM: Alternative Discretizations [dropped] 5 Non-Linear Elliptic Boundary Value Problems [dropped] 6 Second-Order Linear Evolution Problems 6.1 Time-Dependent Boundary Value Problems 6.2 Parabolic Initial-Boundary Value Problems 6.3 Linear Wave Equations 7 Convection-Diffusion Problems [dropped] 8 Numerical Methods for Conservation Laws 8.1 Conservation Laws: Examples 8.2 Scalar Conservation Laws in 1D 8.3 Conservative Finite Volume (FV) Discretization 8.4 Timestepping for Finite-Volume Methods 8.5 Higher-Order Conservative Finite-Volume Schemes |

Lecture notes | The lecture will be taught in flipped classroom format: - Video tutorials for all thematic units will be published online. - Tablet notes accompanying the videos will be made available to the audience as PDF. - A comprehensive lecture document will cover all aspects of the course. |

Literature | Chapters of the following books provide supplementary reading (detailed references in course material): * D. Braess: Finite Elemente, Theorie, schnelle Löser und Anwendungen in der Elastizitätstheorie, Springer 2007 (available online). * S. Brenner and R. Scott. Mathematical theory of finite element methods, Springer 2008 (available online). * A. Ern and J.-L. Guermond. Theory and Practice of Finite Elements, volume 159 of Applied Mathematical Sciences. Springer, New York, 2004. * Ch. Großmann and H.-G. Roos: Numerical Treatment of Partial Differential Equations, Springer 2007. * W. Hackbusch. Elliptic Differential Equations. Theory and Numerical Treatment, volume 18 of Springer Series in Computational Mathematics. Springer, Berlin, 1992. * P. Knabner and L. Angermann. Numerical Methods for Elliptic and Parabolic Partial Differential Equations, volume 44 of Texts in Applied Mathematics. Springer, Heidelberg, 2003. * S. Larsson and V. Thomée. Partial Differential Equations with Numerical Methods, volume 45 of Texts in Applied Mathematics. Springer, Heidelberg, 2003. * R. LeVeque. Finite Volume Methods for Hyperbolic Problems. Cambridge Texts in Applied Mathematics. Cambridge University Press, Cambridge, UK, 2002. However, study of supplementary literature is not important for for following the course. |

Prerequisites / Notice | Mastery of basic calculus and linear algebra is taken for granted. Familiarity with fundamental numerical methods (solution methods for linear systems of equations, interpolation, approximation, numerical quadrature, numerical integration of ODEs) is essential. Important: Coding skills and experience in C++ are essential. Homework assignments involve substantial coding, partly based on a C++ finite element library. The written examination will be computer based and will comprise coding tasks. |