MATH3240 - Numerical Methods for Differential Equations - 2019/20

Course Year: 


  • Update due to class suspension
  • In light of the current situation, the University has planned to resume face-to-face classes on February 17, and in the meantime, I have prepared a new set of notes for the chapter on "Analysis of multistep methods". until further announcements regarding the teaching status after February 17, I would like all of you to read the new notes and attempt all the exercises. The online lecture slides have also been updated after spotting some errors and typos. Please use these resources to familiarise yourself with the material in this chapter.
  • During this period, the TAs will continue producing assessments, schedule to come out every Thursday. Please attempt all of the questions as you would in a regular tutorial, then scan and email your answers to the TA. If you are unable to do so, please email me and the TA and let us know.
  • After February 17, the University will initiate online learning if face-to-face classes are not feasible. Over the next two weeks I will attempt to familiarise myself with the software and hardware to facilitate this online learning. Therefore, I strongly recommend that you use this time to read and practice with the resources I have given you.
  • Feb 17th onwards: ZOOM lectures WED 10:30am to 12:15pm, THUR 12:30pm to 1:15pm, Online Office Hour THUR 1:15pm
  • Updated lectures slides/Make up notes, and also new slides for Consistency and Stability

General Information


  • Prof. Andrew LAM
    • Office: LSB 235
    • Tel: 3943-5297
    • Email:
    • Office Hours: Tues 1-2pm and Thurs 3-4 pm. Email for other times

Teaching Assistant

  • Ms. Zehui ZHOU
    • Office: LSB 222C
    • Email:
  • Mr. Zhen YANG
    • Office: LSB 222C
    • Email:

Time and Venue

  • Lecture: WED 10:30-12:15 (LSB-LT3), THUR 1:30-2:15 (LSB-LT4)
  • Tutorial: THUR 12:30-1:15 (LSB-LT4)

Course Description

This course is intended to provide an introduction to numerical methods for solving ordinary and partial differential equations. Topics we cover include: a brief recap on the theory of ODEs, multistep methods (derivation and analysis), Runge-Kutta methods for system of ODEs, absolute stability and regions of stability, stiff problems, 2nd order boundary value problems, a brief recap on the theory of linear PDEs, finite difference methods and finite element methods.


  • See lecture slides

Pre-class Notes

Lecture Notes

Class Notes

Tutorial Notes

Assessment Scheme

Tutorial attendance  10%
Take home Midterm (provisional due date 5th March) 35%
Final exam 55%

Honesty in Academic Work

The Chinese University of Hong Kong places very high importance on honesty in academic work submitted by students, and adopts a policy of zero tolerance on cheating and plagiarism. Any related offence will lead to disciplinary action including termination of studies at the University. Although cases of cheating or plagiarism are rare at the University, everyone should make himself / herself familiar with the content of the following website:

and thereby help avoid any practice that would not be acceptable.

Assessment Policy

Last updated: February 25, 2020 11:08:21