SCPY 404/574 Numerical Methods for Differential Equations


InstructorChaiwoot Boonyasiriwat
Class HoursThursday, 9.00-12.00
Assessmenthomework 60%, project 40%
Online learningTBA

Tentative Course Schedule


Date Topics
Aug 7, 2025 Solving equations of motion: finite difference (FD) method, Euler method
Aug 14, 2025 Solving equations of motion: implicit Euler method, symplectic Euler method, Heun method, Runge-Kutta methods
Aug 21, 2025 Solving Laplace and Poisson equations using the FD method, iterative methods for solving a sparse linear system of algebraic equations
Aug 28, 2025 Solving the heat/diffusion equation using the FD method: implicit and explicit schemes, von Neuman stability analysis
Sep 4, 2025 Solving the wave equation in unbounded domains using the FD method
Sep 11, 2025 Solving the acoustic/elastic wave equations and Maxwell's equations using the FD method
Sep 18, 2025 Solving the Helmholtz equation using the FD method
Sep 25, 2025 Solving the time-dependent Schrodinger equation using the FD method
Oct 9, 2025 Solving the time-independent Schrodinger equation using the Numerov method
Oct 16, 2025 Solving the eikonal equation using the upwind FD method
Oct 30, 2025 Solving the diffusion-advection equation using the FD method: a splitting approach for mixed-type PDE
Nov 6, 2025 Solving PDEs in other coordinate systems
Nov 13, 2025 Higher-order FD method and spectral method
Nov 20, 2025 Solving PDEs in complex domains using the finite-element (FE) method
Nov 27, 2025 Solving PDEs in complex domains using the finite-element (FE) method (continued)
Dec 18, 2025 Project presentation