Stellenbosch University
Applied Mathematics

Important notices:

  • Short solutions to Assignments 1-3 can now be found below.
  • The first test is scheduled for Monday, 17 September, 9:00 to 11:00. It covers all material from the finite difference part of the course. You have to be able to (a) use stability regions to derive step size restrictions for A-stability, (b) compute the local truncation error of a fully discrete scheme and decide whether it is consistent, (c) derive a CFL condition for a fully discrete method, (d) apply a von Neumann stability analysis, and (e) be able to apply the method of characteristics to linear and nonlinear first order PDEs. Successful application of (a)--(e) will earn you a passing mark. For a distinction a bit more will be required (the exercises recommended in the lecture notes would be a good place to start). You will not be expected to write nor interpret computer code.
  • For supplementary reading, the book "Finite Difference Methods for Ordinary and Partial Differential Equations" by RJ Leveque has been put on reserve at the Engineering Library. Please consult it.
  • There will be no lecture on Tuesday, 18 September.


  • The first half of the module assumes some previous computational experience (MATLAB or Python).
    Class room demos will use MATLAB.
  • MATLAB is now FREE for all SU students. Download instructions here.
    Alternatively, you can use MATLAB in your browser, but this may be slower.
  • We strongly recommend completing the (free) online MATLAB Onramp as a refresher. (Sign in with SU credentials.)


First term:
Second term:

Information Sheet:

  • Information sheet can be found here.

Lecture timetable:

  • Tuesday 12:00 in A409
  • Thursday 10:00 in A409
  • Thursday 11:00 in A409


  • None in first half.


Assignment Due date Solutions
Assign_01.pdf 2018/08/10 Assign_01_sols.pdf
Assign_02.pdf 2018/08/24 Assign_02_sols.pdf
Assign_03.pdf 2018/09/07 Assign_03_sols.pdf
Tut1.pdf 2018/09/28
Tut2.pdf 2018/10/05
Tut3.pdf 2018/10/12
Tut4.docx 2018/10/19
Tut5.pdf 2018/10/26

Lecture notes:

    Lecture 4 (2018/07/31) Stability regions: derivation
    Lecture 5 (2018/08/02) Stability regions: diagrams
    Lecture 6 (2018/08/02) Eigenvalues of second derivative matrix: derivation; Instability in the heat equation: demo

    Lecture 7 (2018/08/07) Intro to characteristics (linear, first order PDEs)
    Lecture 8 (2018/08/09) Further discussion of characterstics. Self-study (but you can skip Sections 11.4 and 11.5)
    Lecture 9 (2018/08/09) Ditto

    Lecture 16 (2018/08/28) Fully discrete schemes: Von Neumann analysis (updated)
    Lecture 17 (2018/08/30) Continuation of Lecture 16, no new notes
    Lecture 18 (2018/08/30) Review exercise and case study: Lax-Wendroff method
    FEM notes will be updated regularly: FEM notes