Handouts so far
- Syllabus
- Course requirements and grading
- Problem Set 1
- Problem Set 1 Solutions
- Problem Set 2
- Prelim 1
- Problem Set 3
- Problem Set 2 Solutions
- Prelim 1 Solutions
- Problem Set 4
- Problem Set 3 Solutions
- Prelim 2
- Problem Set 5
- Prelim 2 solutions
- Problem Set 5 solutions
- Problem Set 6. For Question 4
of this problem you need
auxiliary m-files circle_test_dirichlet.m
and the prototype for circle_t6_meshgen.m
Also, note the following corrections to this problem set. In Question 1, the matrix A is the same as the matrix called K in lecture. In the second-to-the-last paragraph of Question 4, there are no parameters a or b; only h is a parameter. In Question (3), b(T) should be defined as the ratio of the product of the two shorter sides of T divided by the area of T.
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 314.Instructor
S. Vavasis493 Rhodes Hall (Preferred mailing address: 4130 Upson Hall)
255-9213
Email: vavasis@cs.cornell.edu
Office hours: Tues 2:30-4:00 and Wed 2:30-4:00
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.