Projects for Prospective Honours and Postgraduate Students

• 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.

• 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.