Math 6210 Numerical solution of differential equations


Numerical methods for elliptic boundary value problems. Finite difference, finite volume, and finite element methods. Spectral methods and fast Poisson solvers. Introduction to iterative methods for solution of linear systems.


Permission of the instructor. Comfort and familiarity with undergraduate numerical analysis, ordinary differential equations, and fluency in MATLAB (or a similar programming language) is expected.


  • R. J. LeVeque, Finite Difference Methods for Ordinary and Partial Differential Equations, SIAM 2007.
  • A. Iserles, A First Course in the Numerical Analysis of Differential Equations, Cambridge University Press 1996.
  • D. Braess, Finite Elements, Cambridge University Press, 2010.
  • Y. Saad, Iterative Methods for Sparse Linear Systems, SIAM 2003.