Advanced numerical methods

Many problems can be modeled mathematically using so-called differential equations. These equations describe relations between quantities like temperature, velocity, pressure or voltage and current. Usually a differential equation cannot be “solved” directly and therefore numerical methods are necessary .There is a variety of methods to solve these equations, like finite difference, finite element and finite volume methods. They in turn lead to large systems of equations that require special methods to be solved. Discretising and solving such problems is often referred to as scientific computing.

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