Numerical Methods II, Course Information


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Course name Numerical Methods II, G22.2421-001/G63.2020
Offering Spring, 2000
Time 5:10 p.m.-7:00 p.m., Thursday
Place Room 102, Warren Weaver Hall (Ciww)
Teacher Professor Yu Chen, Office: Ciww 1126,
Phone: (212)998-3285, Email:
Office hours 3:00 p.m. - 5:00 p.m. Thursday, and by appointment.
Prerequisite Numerical Method I, Elements of ODE and PDE
Textbook A first course in the numerical analysis of differential equations
by A. Iserles
Homework and projects Every week or two weeks. No late homework.
Grading Students will be graded on homework and projects,
particularly on programming assignments
Last day of classes Thursday, April 27


This course will cover fundamental methods that are essential for the numerical solution of differential equations. It is intended for students familiar with ODE and PDE and interested in actually engaging in scientific computing, rather than addressing theoretical questions in numerical analysis. Computer programming assignments form an essential part of the course homework. We will consider the following topics:

  1. Nonlinear equations and Newton's method
  2. Ordinary differential equations, Runge-Kutta and multistep methods, convergence and stability
  3. Boundary value problems for elliptic equations: finite difference and finite element methods, iterative methods for large scale linear systems of equations as result of discretizing continuous equations
  4. Fast solvers, multigrid methods
  5. Parabolic and hyperbolic partial differential (time dependent) equations.