Courses Taught

Shanghai Jiao Tong University, 2012–present

• Quantum scientific computing
• Advanced computational methods: stochastic numerical methods (graduate)
• Computational Methods (English)
• Music and Mathematics (co-taught with Prof. Man Fang, Spring 2023)
• Numerical methods for differential equations (honors undergraduate)
• Numerical methods for PDEs (graduate)
• Probability and statistics (honors undergraduate)
• Scientific computing (honors graduate)
• Spectral method for engineering students (graduate)

Xi'an Jiaotong-Liverpool University (XJTLU), August 2024

• Short course on Quantum Computing for PDEs (15 hours)

Pennsylvania State University, 2018–2019

• Ordinary and Partial Differential Equations (Math 251)

University of Oxford, 2010–2012

• Solid Mechanics (Michaelmas term, 2010)
• Numerical Analysis (Hilary term, 2012)

California Institute of Technology, 2002–2007 (Teaching Assistant)

• Introductory Methods of Applied Mathematics (functions of a complex variable, ODEs, and PDEs)
• Introduction to Stochastic Processes and Modeling

Fall 2019: Scientific Computing

Canvas website

Class information

• Office hour: by appointment
• Office location: 329 Science Building
• Email: lzhang2012@sjtu.edu.cn
• TA office location: Graduate office, 5th floor, Pao Yue-Kong Library
• TA email: hlwang216@sjtu.edu.cn

Grading

• Homework: 20% (posted Thursday in even weeks, due the next Thursday in even weeks)
• Quizzes: 20% (Quiz 1: Oct 29; Quiz 2: Dec 10)
• Final: 60% (Jan 2)

Homework

Homework 1, Homework 2, Homework 3, Homework 4, Homework 5, Homework 6, Homework 7

Example code in Julia

• Chapter 2 — View / Download
• Chapter 3 — View / Download
• Chapter 4 — View / Download
• Chapter 5 — View / Download
• Chapter 6 — View / Download
• Chapter 7 — View / Download

References

Textbook: Numerical Mathematics by A. Quarteroni, R. Sacco, and F. Saleri.

Other references:

• 数值分析, 张平文、李铁军编著, 北京大学出版社
• 数值分析基础, 关治、陆金甫编著, 高等教育出版社
• 数值分析 (第七版, 影印版), Burden, Faires, 高等教育出版社
• Iterative Methods for Sparse Linear Systems, Saad, SIAM, 2003
• Numerical Optimization, Nocedal, Wright, Springer, 2006
• A First Course in the Numerical Analysis of Differential Equations, Iserles, Cambridge, 2008

Computing Tools

Julia

• Julia official website: docs, examples, downloads
• Installing Julia and IJulia
• Numeric matrix manipulation: cheat sheet for MATLAB, NumPy, R, and Julia
• Noteworthy differences from MATLAB

FreeFEM++

• FreeFEM++: a fast PDE solver

GSL Library

• GNU Scientific Library
• How to compile & execute C programs under Linux
• Debugging C programs with gdb
• Debugging memory problems with Valgrind

Course Archive

• Fall 2012: Numerical Methods for Differential Equations (Zhiyuan College)
• Spring 2013: Numerical Methods for Partial Differential Equations (Mathematics Graduate)
• Fall 2013: Probability (Zhiyuan ACM Class)
• Spring 2015: Numerical Methods for Differential Equations (Zhiyuan College)
• Spring 2017: Numerical Methods for Differential Equations (Zhiyuan College)
• Spring 2017: Numerical Methods for PDEs (Mathematics Graduate)
• Fall 2017: Scientific Computation (Mathematics Graduate)
• Spring 2018: Numerical Methods for Differential Equations (Zhiyuan College)
• Spring 2019: Numerical Methods for Differential Equations (Zhiyuan College)
• Spring 2019: Numerical Methods for PDEs (Mathematics Graduate)

Undergraduate Teaching · Graduate School · Academic Information Service