Parabolic partial differential equations (PDEs) are fundamental in modelling a wide range of diffusion processes in physics, finance and engineering. The numerical approximation of these equations ...

In particular, an enhanced role for numerical differentiation is emerging in the application of derivative spectroscopy, which has its origins in the analysis of various forms of spectroscopic data.

This paper provides an error analysis for the Crank-Nicolson method of time discretization applied to spatially discrete Galerkin approximations of the nonstationary Navier-Stokes equations.

Numerical Solution of Systems of Linear Equations, Iterative Methods Formulation and analysis of basic stationary methods e.g. Gauss-Jacobi, Gauss-Seidel. The numerical solution of Poisson's equation.