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Handouts so far
- Syllabus
- Course requirements and grading
- Problem set 1
- Problem set 2
- Problem set 1 solutions (in-class only)
- Practice Prelim 1 (web only)
- Problem set 2 solutions (in-class only)
- Prelim 1
- Problem Set 3
- Problem Set 3
- Problem Set 4
- Problem Set 4
- Problem Set 3 Solutions (in-class only)
- Prelim 2
- Problem Set 5 Note: for Q4, please vary T with values up to 0.2 in your experiments as well as k.
- Problem Set 4 Solutions (in-class only)
- Prelim 2 Solutions (in-class only)
- Problem Set 6
Some relevant websites
Course goal
To study numerical algorithms for solving differential equations. Algorithms will be designed and then analyzed for efficiency and accuracy. The course will cover both ordinary and partial differential equations.Lectures
Mondays, Wednesdays, Fridays, 11:15-12:05, Hollister 401.Instructor
S. Vavasis493 Rhodes Hall (Preferred mailing address: 4130 Upson Hall)
255-9213
Email: vavasis@cs.cornell.edu
Office hours: Tues 1:45-3:00 and Wed 2:45-4:15
No Teaching Assistant
Text
Trefethen, Chapters 1-4 of Finite Difference and Spectral Methods for Ordinary and Partial Differential Equations, available on-line in PDF format.
Readings will also be taken from other textbooks to be announced in lecture.
Prerequisites
- Numerical linear algebra at the level of CS421.
- Calculus of several variables and exposure to differential equations.
- Matlab programming.