Numerical Methods II, Spring 2020

MATH-GA.2020-001 and CSCI-GA.2421-001

Courant Institute of Mathematical Sciences,
New York University
Spring Semester, 2020
Mondays, Wednesdays, 11:00-12:15PM, room 317,Warren Weaver Hall

Instructor: Jonathan Goodman, his web page, email:
phone: 212-998-3326, office: 529 Warren Weaver Hall
office hours: 4 to 6 pm Wednesday or by appointment
(call or email for a time)

Course description

Continuation of Numerical Methods I. Theoretcal and practical discussion of numerical solution of ordinary and partial differential equations. Approximating functions by polynomials, splines, and Fourier series. Time stepping methods for the initial value problem for ordinary differential equations, Adams and other linear multistep methods, Runge Kutta methods, order of accuracy, stability, convergence proofs, stiff problems and implicit methods, stability region. Finite difference methods for wave propagation problems, von Neumann stability analysis, CFL time step constraints. Parabolic and elliptic problems with solution methods for large systems of equations arising from PDE.


Numerical Methods I or the permission of the instructor Some familiarity with partial differential equations would be helpful.

Assignments, exams, grading:

The final grade will be based on homework assignments, and a final project.


Please use the Forum page of the NYU Classes site for this course for all content related communication, including questions about assignments, lectures, or notes. Feel free to contact the instructor directly about other issues such as appointments, missed classes, late assignments, grading issues, etc. The instructor and TA will check the message board frequently. Look there for important course announcements, in particular corrections to assignments.