APMA E6302, Numerical Methods/PDE

APAM 6302 - Numerical Methods/PDE.

Instructor: Guillaume Bal

  • Office: Mudd 206
  • Office Hours: by appointment
  • Office Phone: (212) 854 4731
  • e-mail: gb2030@columbia.edu
  • Class meeting: MW 11:00-12:15 in Mudd 545

  • handout: You will find there a brief summary of the organization of the course and bibliography.

  • For an introduction to Matlab, I recommend: Matlab Primer primer.pdf

  • Here are some Matlab codes:

    Ordinary Differential Equations:
    EulerExplicit.m   HarmonicOscillator.m   MainHarmonicOscillator.m
    Finite Differences for Parabolic Equations:
    FD_EulerExplicit_ParabEqu.m   FD_ThetaScheme_ParabEqu.m   Main_FD_ThetaScheme_ParabEqu.m   Fct_FD_ThetaScheme_ParabEqu.m   InitCond.m
    Finite Differences for Hyperbolic Equations:
    FD_hyperbUpwind.m   FD_hyperbLaxWen.m   FD_hyperbComp.m

  • Lecture Notes:   NumAnal.pdf

  • The notes cover the analysis of ODEs, finite differences, spectral methods, and finite element methods.
    Guillaume Bal