CS 6240: Numerical Solution of Differential Equations

Cross-Listing: Not cross-listed.

Finite difference methods for the solution of ordinary and partial differential equations. A fast-moving course that begins with a three-week survey of numerical methods for ODEs, then moves on to Fourier analysis and methods for PDEs, especially parabolic and hyperbolic equations. Other topics covered include numerical stability, finite element methods, Hamiltonian problems, and computational issues such as mesh generation and sparse matrix computation for PDEs.

Offered: Spring only

Prerequisites: Previous exposure to numerical analysis (e.g., CS 4210 or 6210) and to differential equations and knowledge of MATLAB. Offered in even-numbered years.

Grade options: Letter or S/U

Credit hours: 4

Recent offerings:

• http://www.cs.cornell.edu/courses/cs624/2006sp
  • Stephen Vavasis
• http://www.cs.cornell.edu/courses/cs624/2004sp
  • Stephen Vavasis
• http://www.cs.cornell.edu/courses/cs624/2002sp
  • Stephen Vavasis