The Undip Global Classroom (UGC) program for the Numerical Analysis course in the Master’s Program in Mathematics was successfully conducted in two online sessions on May 12 and May 19, 2026.
The program featured Assoc. Prof. Yogi Ahmad Erlangga from the Department of Mathematics, Zayed University, Abu Dhabi, United Arab Emirates, as the guest lecturer. The activity was organized as part of Diponegoro University’s commitment to strengthening the internationalization of higher education and providing students with opportunities to learn from distinguished scholars from leading institutions around the world.
In the first session, the lecture began with an introduction to Partial Differential Equations (PDEs), focusing on the heat equation as a mathematical model. The discussion then proceeded to two fundamental properties that every numerical scheme should possess, namely consistency and convergence. Several numerical methods were introduced and analyzed, including the Leapfrog method, the Forward Time Central Space (FTCS) method, and the fully implicit method.
During the second session, the discussion continued with the concept of numerical stability through Von Neumann stability analysis. Prof. Yogi also demonstrated the implementation and coding of the FTCS method, providing students with practical insights into the computational aspects of numerical analysis. In the final part of the lecture, the semi-implicit Crank–Nicolson method was introduced and applied to solve the Black–Scholes partial differential equation model using MATLAB, illustrating how numerical methods can be employed to obtain approximate solutions to complex mathematical problems.
The program received highly positive feedback from participating students. They reported gaining a deeper understanding of numerical approaches for solving partial differential equation models, knowledge that is particularly valuable for their master’s research projects. The combination of theoretical explanations, practical implementation, and real-world applications provided participants with a comprehensive learning experience.
Through this Undip Global Classroom activity, students were able to enhance their academic knowledge while experiencing an international learning environment. The program also contributed to strengthening global academic collaboration and enriching the quality of teaching and learning within the Master’s Program in Mathematics.
Figure 1. Assoc. Prof. Yogi Ahmad Erlangga delivering the Numerical Analysis lecture during the first UGC session.
Figure 2. Discussion on numerical stability analysis and the implementation of numerical methods during the second UGC session.
