Numerical Analysis for Master 1 of Mathematics Courses and Solved Exercises

Abstract

This work is an in-depth study of the numerical analysis course for the rst year of the Master of Mathematics, where we discuss the method of nite di¤erences in the rst and second dimensions to nd numerical solutions to three types of partial di¤erential equations, which are elliptic, hyperbolic and prabolic. Using this numerical method, we can choose the appropriate discretization that leads to convergence towards the analytical solution. At the end of each chapter, we provide exercises that will help students adapt to most numerical problems. ii