Projects for Prospective Honours and Postgraduate Students
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Numerical Solution of Partial Differential Equations:
This involves the design of efficient and robust
algorithms based on finite element, finite difference and finite volume
methods for Partial Differential Equations (PDEs) in physics, engineering and
finance with boundary and/or interior layers. These PDEs include
Navier-Stokes equations governing incompressible fluid flows, equations
governing the electrical behaviour of semiconductor devices,
Hamilton-Jacobi-Bellman equations in optimal feedback and stochastic control,
and Black-Scholes equations in finance.
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Numerical Optimization and Optimal Control:
Various non-trivial practical
problems in optimum design and optimal control are available for investigation.
These include mixed integer programming problems in mechanical design, integer
programming problems in signal processing and active noise control, and
problems in optimal feedback control. Efficient and robust algorithms are
to be developed for the numerical solution of these problems.
Further information can be found in
Research