This repository contains codes for solving partial differential equations using Finite Difference Methods in MATLAB.
The codes developed in this repository are credited to all the members of the course NMPDE - Numerical Methods for Partial Differential Equations (2018) instructed by Prof. D. Palla, Dept. of Mathematics, BITS-Pilani, K. K. Birla Goa campus.
This course dealt with solving PDEs numerically using Finite Difference schemes after verifying their stability and convergence theoretically.
The schemes covered in this repository are as follows: Forward in Time and Central in Space(FTCS), Backward in Time and Central in Space(BTCS), Crank Nicholson(CNS), ADI scheme for parabolic problems, Direct and iterative methods (Gauss Siedel, Jacobi, SOR) for elliptic PDEs.
Following schemes for hyperbolic PDEs were developed under the guidance of Prof. V. Gowda, TIFR-CAM, Bangalore for 1D wave equations and Burgers equation: Lax Friedrichs Scheme, Upwind Scheme, Leapfrog Scheme, CNS Scheme, Lax Wendroff Scheme, Gudunov Scheme.