DS289 Course Information
DS289 Course Information
Course description:
Differential equations are fundamental to modeling and understanding a wide range of phenomena in
science and engineering, from fluid dynamics and heat transfer to population dynamics and financial
modeling. Many of these equations cannot be solved analytically, requiring the application of numerical
methods. This course introduces various numerical techniques for solving ordinary and partial differential
equations, with a primary emphasis on finite-difference methods. The topics covered include the numer-
ical properties of these methods, such as accuracy and stability, and their application to ordinary and
partial differential equations. The course concludes with an introduction to the finite element method,
focusing on its application to simple one-dimensional problems, such as the Poisson equation.
Course outline:
1. Introduction to differential operators
• Introduction to differential equations
• Approximation of differential operators (Taylor series, polynomial fit approach)
1
• Two-level implicit schemes
• Convergence of numerical scheme
• Stability, consistency, accuracy of the schemes
5. Contemporary topics
• Data-driven discretization
• Compact finite difference
• Introduction to finite volume method
Grading scheme:
• Assignments (3) - 30 % (submission through Turnitin)
• Project - 20 %
• Mid-term - 20 %
• End-term - 30 %
Course policy:
• Implementation of numerical schemes: compiler-based languages such as C++, and FORTRAN
• Visualization of results: Python, MATLAB, etc.
• Use of ChatGPT or other LLMs is allowed for coding (with proper disclosure, only for coding)
References
[1] S.C. Chapra and R.P. Canale. Numerical Methods for Engineers. McGraw Hill, 5th edition, 2006.
[2] D.R. Lynch. Numerical Partial Differential Equations for Environmental Scientists and Engineers –
A First Practical Course. Springer, New York, 2005.
[3] W.H. Press, S.A. Teukolsky, W.T. Vetterling, and B.P. Flannery. Numerical Recipes in C/FORTRAN
– The Art of Scientific Computing. Cambridge University Press, second edition, 1998.