SCPY 404/574 Numerical Methods for Differential Equations


InstructorChaiwoot Boonyasiriwat
Assessmenthomework 60%, project 40%
Online learningZOOM
Homework Files hw.pdf
Homework submission submit your homework file here

Tentative Course Schedule


Date Time Topics
Jun 30, 2025 9.00-12.00 Course introduction, numerical differentiation and finite difference (FD) method, numerical integration and rectangular rules, Euler method
Code: numerical differentiation of sin(x) [exercise1.ipynb]
Example: radioactive decay
Lecture: lecture1.pdf
Video: 2025-06-30.mp4
Jul 3, 2025 9.00-12.00 Euler method, Taylor series method, Heun method, Runge-Kutta methods
Code: [exercise2.ipynb], [exercise3.ipynb]
Lecture: lecture2.pdf
Video: 2025-07-03.mp4
Jul 7, 2025 9.00-12.00 Explicit and implicit methods, explicit Runge-Kutta methods, 4th-order Runge-Kutta method (RK4)
Code: [exercise4.ipynb], [exercise5.ipynb]
Lecture: lecture3.pdf
Video: 2025-07-07.mp4
Jul 14, 2025 9.00-12.00 Embedded method, solving the linear, driven, damped oscillation problem using RK4, phase space, stroboscopic map, nondimensionalization
Code: [exercise6.ipynb]
Lecture: lecture4.pdf
Video: 2025-07-14.mp4
Jul 18, 2025 9.00-12.00 Interpolation, boundary value problems, shooting method
Code: [exercise7.ipynb]
Lecture: lecture5.pdf
Video: 2025-07-18.mp4
Jul 21, 2025 9.00-12.00 Finite difference method, Thomas algorithm, Numerov's method, physical phenomena governed by the Laplace and Poisson equations
Lecture: lecture6.pdf
Video: 2025-07-21.mp4
Jul 24, 2025 9.00-12.00 Iterative methods for solving a sparse linear system of algebraic equations, solving 2D Poisson equation using the Jacobi method
Code: [exercise8.ipynb]
Lecture: lecture7.pdf
Video: 2025-07-24.mp4
Jul 30, 2025 9.00-12.00 Solving 2D Poisson equation using the Gauss-Seidel and SOR methods, solving the diffusion equation using the FD method: implicit and explicit schemes, von Neuman stability analysis
Code: [exercise9.ipynb]
Lecture: lecture8.pdf
Video: 2025-07-30.mp4
Aug 1, 2025 9.00-12.00 Implicit methods for diffusion equation, Crank-Nicolson method, alternating-direction implicit (ADI) method, explicit scheme for 1D scalar wave equation, dispersion relation
Code: [exercise10.ipynb]
Lecture: lecture9.pdf
Video: 2025-08-01.mp4
Aug 7, 2025 13.00-15.00 Numerical dispersion, dispersion relation and stability analysis of an explicit FD scheme for 1D scalar wave equation, CFL condition
Code: [exercise11.ipynb]
Lecture: lecture10.pdf
Video: 2025-08-07.mp4
Aug 13, 2025 13.00-15.00 Solving first-order coupled acoustic wave equations on regular and staggered grids, stability analysis of an explicit FD scheme on a staggered grid
Code: [exercise12.ipynb]
Aug 21, 2025 13.00-15.00 Maxwell's equations in free space and in matters, staggered grids for modeling EM wave propagations, elastic wave equations: P-SV, P-SH stress-velocity formulations
Lecture: lecture12.pdf
Video: 2025-08-21.mp4
Aug 28, 2025 13.00-15.00 FD schemes for modeling EM and elastic waves on staggered grids, modeling wave propagation in unbounded domains
Code: [exercise13.ipynb]
Lecture: lecture13.pdf
Video: 2025-08-28.mp4
Sep 4, 2025 13.00-15.00 Implementation of ADI for 2D diffusion equation, Engquist-Majda absorbing boundary conditions
Lecture: lecture14.pdf
Video: 2025-09-04.mp4
Sep 11, 2025 13.00-15.00 Solving the Helmholtz equation, linear advection equation, and inviscid Burgers' equation, method of characteristics
Lecture: lecture15.pdf
Video: 2025-09-11.mp4
Sep 18, 2025 13.00-15.00 Solving ray tracing equations and the eikonal equation
Lecture: lecture16.pdf
Video: 2025-09-18.mp4
Sep 25, 2025 13.00-15.00 Solving the diffusion-advection equation and Schrodinger equation, higher-order FD methods
Oct 9, 2025 13.00-15.00 Solving PDEs in other coordinate systems
Oct 16, 2025 13.00-15.00 Solving PDEs using spectral methods
Oct 23, 2025 13.00-15.00 Solving PDEs using the finite-element method
Oct 30, 2025 13.00-15.00 Solving PDEs using the finite-element method (continued)
Dec 11, 2025 9.00-12.00 Project presentation