Lecturer Prof. Petros Koumoutsakos
Class Room HG E5 (Lecture)
HG E33.1, E33.3, E33.5, F26.3, F26.5, G26.3 (Exercise)
Class Times Thursdays, 13.15 – 15.00 (Lecture)
Tuesdays,  13.15 – 14.00 (Exercise)
1- Dr. Philippe Chatelain, CAB H83.1, pchatela_AT_inf.ethz.ch
2- Babak Hejazialhosseini, CAB F84, babak_DOT_hejazi_AT_inf.ethz.ch
3- Rajesh Ramaswamy, CAB G39.2, rajeshr_AT_inf.ethz.ch
4- Wim van Rees, CAB F84, wvanrees_AT_inf.ethz.ch
5- Roman Schaerer, romascha_AT_student.ethz.ch
6- Dr. Ding Yi, CAB F84, yi_DOT_ding_AT_mat.ethz.ch
Who is your TA?
Grading Homework : 25% – Final Exam : 75%
Final Exam Date: 28/05/2009, Duration: 2 hours. You will need your laptop and access to your solutions of the Homework. Only material distributed in this class (class notes, handouts, homework solutions, podcasts) is allowed during the exam. Honor Code of conduct is in effect.

Numerical Quadrature: Methods of numerical integration, Euler-Mac Laurin summation. Numerical Differentiation: numerical derivatives, algorithmic differentiation, Ordinary and Partial differential equations: discretization, error analysis, multistep methods, adaptive methods.

The course aims to introduce fundamental concepts for the numerical solution of ordinary and partial differential equations. Emphasis on the computer implementation of numerical methods. Exercises will reflect actual problems from science and engineering.


CLASS 1 (19/02/2009) :
An introduction: The role of Computational Science in shaping Tomorrow’s World (pdf)
Download Lecture Podcast

CLASS 2 (26/02/2009) : 
Numerical integration (pdf)
Download Lecture Podcast 

CLASS 3 (05/03/2009) : 
Newton-Cotes Formulas (pdf)
Download Lecture Podcast 

CLASS 4 (12/03/2009) : 
Gauss quadrature (pdf)
Gauss quadrature points and weights (pdf)

CLASS 5 (19/03/2009) : 
Gauss quadrature, ODEs, Initial Value Problems
Download Lecture Podcast 

CLASS 6 (26/03/2009) : 
Numerical solution of ODEs (pdf)
Download Lecture Podcast

CLASS 7 (02/04/2009) : 
Numerical stability (pdf)
Download Lecture Podcast

CLASS 8 (09/04/2009) : 
Runge-Kutta schemes (pdf)
Download Lecture Podcast

CLASS 9 (23/04/2009) : 
Partial Differential Equations: the diffusion equation (pdf)
Download Lecture Podcast

CLASS 10 (30/04/2009) : 
von Neumann stability analysis (pdf)
Download Lecture Podcast

CLASS 11 (07/04/2009) : 
PDE stability analysis: modified wavenumbwers (pdf)
Download Lecture Podcast

CLASS 12 (14/04/2009) : 
Implicit time advancement and multi-dimensions (pdf)

HW 1 (24/2/2009) : Interpolation 
Notes, Problem set, Solution

HW 2 (3/3/2009) : Quadrature 
Problem set, Solution

HW 3 (10/3/2009)
Problem set, Solution

HW 4 (17/3/2009)
Problem set, Solution
HW 5 (24/3/2009)
Problem set
, Solution

HW 6 (31/3/2009)
Problem set
, Solution

HW 7 (7/4/2009)
Problem setSolution

HW 8 (21/4/2009)
Problem set, Solution

HW 9 (28/4/2009)
Problem setSolution

HW 10 (5/5/2009)
Problem setSolution

HW 11 (12/5/2009)
Problem setSolution

Fundamentals of Numerical Analysis, P. Moin (Cambridge University Press)