MATH6221 - Topics in Numerical Analysis I - 2020/21

Course Year: 

General Information


  • Liu Liu
    • Office: Room 234, Lady Shaw Building
    • Email:
    • Office Hours: By appointment

Course Description

The goal of this course is to introduce and get students interested in particular fields of numerical analysis. Topics we will discuss include (may not limited to): physics models at different scales, Schrodinger equation, kinetic and hydrodynamic models, numerical methods for hyperbolic conservation laws, uncertainty quantification (UQ) and its popular numerical methods.


  • Randall J. LeVeque, Numerical Methods for Conservation Laws (2nd Edition), Lectures in Mathematics. ETH Zürich, 1992.
  • Cercignani, Carlo; Illner, Reinhard; Pulvirenti, Mario, The mathematical theory of dilute gases. Applied Mathematical Sciences, 106. Springer-Verlag, New York, 1994.
  • Dongbin Xiu, Numerical Methods for Stochastic Computations: A Spectral Method Approach, Princeton University Press, 2010.
  • Uncertainty quantification for hyperbolic and kinetic equations. Edited by Shi Jin and Lorenzo Pareschi. SEMA SIMAI Springer Series, 14. Springer, 2017.

Assessment Scheme

Project 1 50%
Project 2 50%

Assessment Policy

Last updated: August 06, 2020 22:03:59