Spring
2015:
Numerical Methods for Differential Equations
Class Information:
Office Hour: by appointment
Office Location: 624 Pao Yue-Kong Library
email: lzhang2012 AT sjtu
TA Office Hour: Friday afternoon
TA Office Location: Graduate office, 5th floor Pao Yue-Kong Library
email: hlwang218@sjtu.edu.cn
Homework online: Thursday
Homework due: Next Thursday in class
Homework & Quiz: 25%
Project: 25%
Final: 50%
Julia Language:
Julia official website: docs, examples, downloads, ...
Install Julia: Look at the part "Installing Julia and IJulia"
Juno: the interactive development environment for Julia
Numeric matrix manipulation: The cheat sheet for MATLAB, Python NumPy, R, and Julia
Noteworthy differences from MATLAB
Homework: (available before the separator ||)
Homework 1, Homework 2, Homework 3, Homework 4, Homework 5, Homework 6, Homework 7, Homework 8,
Homework 9, Homework 10, Homework 11, Homework 12, Homework 13, Homework 14, ||
Exams: June 18
Example Code in Julia:
euler_forward.jl, euler_forward.jl, stabilityregion.jl,
Example Code for Linear Advection Equation
http://people.math.sfu.ca/~stockie/teaching/apma930/examples/linadv.m
Example Code for Burgers Equation
https://people.sc.fsu.edu/~jburkardt/m_src/burgers_time_inviscid/burgers_time_inviscid.html
Project Topics: presentation June 16, report due June 30
1. The (unfinished) PDE Coffee Table Book
by Lloyd N. Trefethen and Kristine Embree
2. MIT Open Course, Mathematical Methods for Engineers II
by Gilbert Strang
3. Your research topic
References:
ODE and PDE
A First Course in the Numerical Analysis of Differential Equations
by Arieh Iserles
Finite Difference Methods for Ordinary and Partial Differential Equations
by Randy LeVeque
ODE only
Endre Süli's notes
by Endre Süli
For Geometric Integrator
Hairer's lectures on geometric integration: http://www.unige.ch/~hairer/poly_geoint/week1.pdf, http://www.unige.ch/~hairer/poly_geoint/week2.pdf
Vilmart's animation: http://www.unige.ch/~vilmart/java.html
Class Information:
Office Hour: by appointment
Office Location: 624 Pao Yue-Kong Library
email: lzhang2012 AT sjtu
TA Office Hour: Friday afternoon
TA Office Location: Graduate office, 5th floor Pao Yue-Kong Library
email: hlwang218@sjtu.edu.cn
Homework online: Thursday
Homework due: Next Thursday in class
Homework & Quiz: 25%
Project: 25%
Final: 50%
Julia Language:
Julia official website: docs, examples, downloads, ...
Install Julia: Look at the part "Installing Julia and IJulia"
Juno: the interactive development environment for Julia
Numeric matrix manipulation: The cheat sheet for MATLAB, Python NumPy, R, and Julia
Noteworthy differences from MATLAB
Homework: (available before the separator ||)
Homework 1, Homework 2, Homework 3, Homework 4, Homework 5, Homework 6, Homework 7, Homework 8,
Homework 9, Homework 10, Homework 11, Homework 12, Homework 13, Homework 14, ||
Exams: June 18
Example Code in Julia:
euler_forward.jl, euler_forward.jl, stabilityregion.jl,
Example Code for Linear Advection Equation
http://people.math.sfu.ca/~stockie/teaching/apma930/examples/linadv.m
Example Code for Burgers Equation
https://people.sc.fsu.edu/~jburkardt/m_src/burgers_time_inviscid/burgers_time_inviscid.html
Project Topics: presentation June 16, report due June 30
1. The (unfinished) PDE Coffee Table Book
by Lloyd N. Trefethen and Kristine Embree
2. MIT Open Course, Mathematical Methods for Engineers II
by Gilbert Strang
3. Your research topic
References:
ODE and PDE
A First Course in the Numerical Analysis of Differential Equations
by Arieh Iserles
Finite Difference Methods for Ordinary and Partial Differential Equations
by Randy LeVeque
ODE only
Endre Süli's notes
by Endre Süli
For Geometric Integrator
Hairer's lectures on geometric integration: http://www.unige.ch/~hairer/poly_geoint/week1.pdf, http://www.unige.ch/~hairer/poly_geoint/week2.pdf
Vilmart's animation: http://www.unige.ch/~vilmart/java.html