Projects

Compact Finite Difference Method to solve Differential Equations
Supervisor : Dr. Harshita Madduri
We solved various types of partial differential equations (PDEs), including linear and non-linear equations with constant and variable coefficients, such as the Black-Scholes equation and Burgers’ equation, using higher-order Compact Finite Difference Methods (CFDM). The implementation was carried out in Python, utilizing tools like Anaconda (Spyder), GPU computing, and Mathematica to enhance computational efficiency and accuracy.

Solution of Non Linear Partial Differential Equations
Supervisor : Dr. Harshita Madduri
We solved various types of differential equations, including the Burgers’ equation, using Newton’s Method, Quasi-Linearization Method, and the Finite Difference Method (FDM). The implementation was carried out in Python, leveraging numerical techniques to ensure accuracy and stability in the solutions.

Comparison of Solution of Parabolic PDEs
Supervisor : Dr. Harshita Madduri
We implemented the Heat Equation model using Explicit, Implicit, and Crank-Nicholson schemes and compared their computational costs. To solve the resulting Tri-Diagonal System of Linear Equations (SOLE) efficiently, we utilized the Thomas Algorithm and Sparse Matrix methods. The entire implementation was carried out using Python, focusing on accuracy, stability, and computational efficiency.