CS 624: Numerical Solution of Differential Equations (Spring 2006)

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Handouts so far

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.


Mondays, Wednesdays, Fridays, 11:15-12:05, Hollister 401.


S. Vavasis
493 Rhodes Hall (Preferred mailing address: 4130 Upson Hall)
Email: vavasis@cs.cornell.edu
Office hours: Tues 1:45-3:00 and Wed 2:45-4:15

No Teaching Assistant


Trefethen, Chapters 1-4 of Finite Difference and Spectral Methods for Ordinary and Partial Differential Equations, available on-line in PDF format.

cover of textbook

Readings will also be taken from other textbooks to be announced in lecture.


  • Numerical linear algebra at the level of CS421.
  • Calculus of several variables and exposure to differential equations.
  • Matlab programming.

Stephen A. Vavasis, Computer Science Department, Cornell University, Ithaca, NY 14853, vavasis@cs.cornell.edu

handed out 1/23/06