Spring
2018: Numerical Methods for Differential Equations
The class on Apr. 24 is moved to Mar. 1,
and the class on Jun. 5 is moved to Mar. 15.
Class Information:
Office Hour: by appointment
Office Location: 624 Pao Yue-Kong Library
email: lzhang2012 AT sjtu
TA Office Hour:
TA Office Location: 508 Pao Yue-Kong Library
email: starlit-sky AT sjtu.edu.cn
Homework online: Thursday in even weeks
Homework due: Next Thursday in even weeks in class
Homework: 10%
Project：20%
Quiz: 10%
Final: 60%
Homework: (available before the
separator ||)
Homework 1,
Homework 2,
Homework 3,
Homework 4,
Homework 5,
Homework 6,
Homework 7
Homework 8,
Homework 9||
Project Topics:
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
Exams:
Example Code in Julia:
Examples for ODE
[View]
[Download]
The following two notebooks are adapted from Christoph Ortner's
Julia page,
updated a little bit in order to run under Julia 0.6.
Finite difference for Laplacian equation
[View]
[Download]
P1 finite element method
[View]
[Download]
Finite difference methods for advection equation
[View]
[Download]
References:
Textbook:
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
Other References:
Endre Süli's notes by Endre Süli
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 for symplectic integrator:
http://www.unige.ch/~vilmart/java.html
