Course Syllabus for

Numerical Analysis for Elliptic and Parabolic Differential Equations
Numerisk analys för elliptiska och paraboliska differentialekvationer

FMNN20F, 7.5 credits

Valid from: Autumn 2013
Decided by: FN1/Anders Gustafsson
Date of establishment: 2013-11-15

General Information

Division: Numerical Analysis
Course type: Course given jointly for second and third cycle
The course is also given at second-cycle level with course codes: FMNN20, NUMN18
Teaching language: English


New and more powerful computational techiques are continuously being developed. Engineers working with computations must be able to learn, and evaluate, new algorithms. The purpose of the course is to provide a thorough mathematical analysis of differential equations, focusing on elliptic and parabolic problems. In the basic courses in numerical analysis the emphasis is on construction och implementation of approximation methods. This course course aims to give the students an understanding of the more theoretical aspects of the subject. By using concepts and methods from functional analysis and from the rich theory about linear partial differential equations, we will discuss existence, stability and convergence for a number of common numerical methods. The approach to interpret both the differential equation and its numerical approximation within one and the same functional analytic framework gives a basic understanding of how numeric methods may be derived, and of how their performance is affected by the character of the original problem.


Knowledge and Understanding

For a passing grade the doctoral student must

Competences and Skills

For a passing grade the doctoral student must

Judgement and Approach

For a passing grade the doctoral student must in simple cases, be able to balance complexity of the model against computability to obtain good accuracy.

Course Contents

Error estimates, convergence and stability. Existence and regularity of solutions of ordinary, elliptic and parabolic differential equations. Analysis of finite differences and finite element method. Analysis of time-stepping methods, such as implicit Runge-Kutta methods. The interaction between the discretizations in space and time. Applications of partial differential equations, such as heat conduction and diffusion-reaction processes.

Course Literature

Larsson, S. & Thomee, V.: Partial Differential Equations with Numerical Methods. Springer, 2009. ISBN 9783540887058.

Instruction Details

Types of instruction: Lectures, exercises

Examination Details

Examination formats: Written exam, oral exam, miscellaneous. Take-home exam followed by oral exam.
Grading scale: Failed, pass

Admission Details

Assumed prior knowledge: FMNN10 Numerical Methods for Differential Equations, and started FMA260 Functional Analysis and Harmonic Analysis.

Course Occasion Information

Contact and Other Information

Course coordinator: Eskil Hansen <>
Web page:

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