MA584 - Numerical Solution of Partial Differential Equations--Finite Difference Methods


Dr. Alina Chertock
Office Location: SAS 3212
Phone: (919) 515-3200
Fax: (919) 513-7336
Web Page:
Office Hours: T 10:30AM - 11:30AM and H 3:00PM - 4:00PM (or by appointment)

Course Meetings

Days: Tuesdays and Thursdays
Time: 4:30PM - 5:45PM
Campus: Main
Location: SAS 1218

Course Resourses

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Course Objectives

The aim of the course is to provide an introduction to numerical methods for solving partial differential equations of elliptic, parabolic and hyperbolic type. The course will focus on the derivation of methods, on their accuracy, stability and convergence properties, as well as on practical aspects of their efficient implementation. This course should be very useful for students in applied and computational mathematics, and in any area of scientific computing and engineering.

Course Description

Requisites and Restrictions

Calculus I-III, some background in linear algebra, numerical analysis, and ordinary and partial differential equations. Some programming experience (Matlab, Fortran, C, C++, ...). It is possible to participate in this class without part of the recommended background but this will require you to do a lot of extra reading. Students from all scientific and engineering departments are welcome.


Finite Difference Methods for Ordinary and Partial Differential Equations, Steady State and Time Dependent Problems by Randall J. LeVeque, , SIAM.
This textbook is required.

Alternate Reading:

Homework and Projects

Homework Assignments

Final Projects

Tests and Exams

There will be a final project.


Homework - 60%, final project - 40%.

This Course uses the Following (Non-Standard) Letter Grading Scale: 86≤A≤100, 71≤B≤85, 61≤C≤70, 55≤D≤60, F≤55 (+ and - will also be used).

Requirements for Auditors (AU): Information about and requirements for auditing a course can be found at

Policies on Incomplete Grades: If an extended deadline is not authorized by the Graduate School, an unfinished incomplete grade will automatically change to an F after either (a) the end of the next regular semester in which the student is enrolled (not including summer sessions), or (b) by the end of 12 months if the student is not enrolled, whichever is shorter. Incompletes that change to F will count as an attempted course on transcripts. The burden of fulfilling an incomplete grade is the responsibility of the student. The university policy on incomplete grades is located at Additional information relative to incomplete grades for graduate students can be found in the Graduate Administrative Handbook in Section 3.18.F at

Attendance: Students are expected to arrive on time, to contribute to group work and class discussions, and to stay until the class ends. Attendance at all meetings of the class is expected.

Absences: NCSU policy, including what constitutes an 'Excused Absence,' is at


End-of-semester class evaluation

Academic Integrity

Academic Integrity: Students are required to comply with the university policy on academic integrity found in the Code of Student Conduct at

Academic Honesty: See for a detailed explanation of academic honesty.

Honor Pledge: Your signature on any test or assignment indicates "I have neither given nor received unauthorized aid on this test or assignment."

Accommodations for Disabilities

Reasonable accommodations will be made for students with verifiable disabilities. In order to take advantage of available accommodations, student must register with the Disability Services Office ( located at 1900 Student Health Center, Campus Box 7509, 919-515-7653. For more information on NC State's policy on working with students with disabilities, please see the Academic Accommodations for Students with Disabilities Regulation at

Non-Discrimination Policy

NC State University provides equality of opportunity in education and employment for all students and employees. Accordingly, NC State affirms its commitment to maintain a work environment for all employees and an academic environment for all students that is free from all forms of discrimination. Discrimination based on race, color, religion, creed, sex, national origin, age, disability, veteran status, or sexual orientation is a violation of state and federal law and/or NC State University policy and will not be tolerated. Harassment of any person (either in the form of quid pro quo or creation of a hostile environment) based on race, color, religion, creed, sex, national origin, age, disability, veteran status, or sexual orientation also is a violation of state and federal law and/or NC State University policy and will not be tolerated. Retaliation against any person who complains about discrimination is also prohibited. NC State's policies and regulations covering discrimination, harassment, and retaliation may be accessed at or Any person who feels that he or she has been the subject of prohibited discrimination, harassment, or retaliation should contact the Office for Equal Opportunity (OEO) at 919-515-3148.