Numerical Solution of the Boundary Value Problems for Partial Differential Equations. Crash course for holographer

Understand

These are the notes for a series of Numerical Study group meetings, held in Lorentz institute in the fall of 2017.

• The aim of the notes is to provide a non-specialist with the minimal knowledge in numerical methods used in BVP for PDEs, necessary to solve the problems typically arising in applications of holography to condensed matter systems.
• A graduate level knowledge of Linear Algebra and theory of Differential Equations is assumed.
• Special attention is payed to the treatment of the boundary conditions of general form.