The overall aim of this module is to show how computers can be used to solve various mathematical problems forpartial differential equations (PDEs). This involves both theoretical and practical components. The theoreticalpart is an introduction to the most commonly used numerical methods for solving PDEs. Here we will discusshow and why these methods work. In the practical part, we will use MATLAB to demonstrate how the numericalmethods discussed in the theoretical part can be implemented in practice.
This course material comes from Mathematical Finance Modules in the Mathematical Department of the University of York.
课件

试卷

平时作业