MA3514 -- Numerical Methods for Differential Equations
Topics:
ODE IVP: explicit one-step methods.
ODE IVP: implicit one-step equations.
ODE IVP: multi-step methods.
ODE IVP: stability concepts.
ODE boundary value problems.
PDE: parabolic equations.
PDE: hyperbolic equations.
PDE: elliptic equations.
Reference books:
We do not have a textbook. Brief lecture notes will be provided in class. Some useful reference books are:
Finite Difference Methods for Ordinary and Partial Differential Equations,
by R. J. LeVeque.
A First Course in the Numerical Analysis of Differential Equations,
by A. Iserles.
Numerical Solution of Partial Differential Equations,
by K. W. Morton and D. F. Mayers.
Numerical Analysis,
by David Kincaid and Ward Cheney.
Numerical Analysis,
by R. L. Burden and J. D. Faires.
Requirement:
Your final grade will be calculated from the following components:
Final examination --- 70%,
Mid-semester test --- 12%.
Marked homework assignments and exercises in class --- 18%.
Lecture notes:
A brief summary for MA3513 Elementary Numerical Methods is
here.
The lecture notes (Section 5.1 updated on 18 Feb. 2011) can be downloaded
here.
Assignments:
Assignment
No. 1.
Assignment
No. 2.
Assignment
No. 3.
Assignment
No. 4.
Assignment
No. 5.
Assignment
No. 6.
Old exam papers:
Exam paper
for academic year 2004-2005 and the
solution.
Exam paper
for academic year 2005-2006 and the
solution.
Exam paper
for academic year 2006-2007 and the
solution.
Exam paper
for academic year 2007-2008 and the
solution.
Exam paper
for academic year 2008-2009 and the
solution.
Exam paper
for academic year 2009-2010 and the
solution.