Math 405/607E 2015 W1: Numerical Methods for Differential Equations

Colin Macdonald
LSK 303c
Tu/Th 14:00–15:20 at MAT104
Office Hours
M 12:15–13:00, Th 10:00–11:00, F 12:30–13:45
(subject to change, check this page for updates)
Also by appointment.
Thursday 22 October 2015

Week 1



Week 2


Assignment 1 is out. And has been revised. Some demo code here. And feel free to edit/correct the lecture notes (some of them anyway).

Lecture notes on interpolation.

Week 3, 4

Lecture notes on quadrature and composite quadrature.

Lecture notes: intro to finite differences.

Week 5

Assignment 2 is out.

Reminder: demos from lecture available at github.

Lecture notes on introduction to initial value problems. Demos posted on github.

Homework 1 solutions: available here (with password).

Week 6

More lecture notes on initial value problems: 07b_ivp.pdf.

Week 7

Assignment 3.

Week 8

Topic 8 notes: 08_pdes_mol.pdf, 08b_imex.pdf, 08c_2d_pdes.pdf.

Assignment 4. Part of HW4 involves the fdmatrices repo on github.

Demos updated on github...

Homework 2 solutions: available here.

Week 9

Homework 3 solutions: available here.

Lecture notes on Floating Point.

Week 10, 11

Homework 5 available. AND NOW UPDATED: hw5rev1.pdf.

Lecture notes on numerical linear algebra: 10a, 10b, 10c.

Week 12, 13

Lecture notes: 11_eigenvalues, 12_svd, 13_spectral, 14_fem.

There are many excellent FEM software packages. We looked at FEniCS (see their Python demos).