Math 450

Numerical Methods for Differential Equations, Spring 2018

Basic Information

Instructor: Ari Stern
Office: Cupples I, 211B
Office Hours: TuTh 1:30-3pm

Homework Assignments

Problem sets will be posted approximately biweekly, and will be collected at the beginning of class on the due date. You are encouraged to discuss the homework with your fellow students and to collaborate on problems, but your final write-up must be your own. Please make sure that your solutions are written clearly and legibly.

Lucy Huo ( is responsible for grading the homework assignments.

Access to homework solutions is restricted to enrolled students via WUSTL Key.


Lectures will be held MWF 3-4pm, in Sever 102. The first class will be on Wednesday, January 17, and the last will be on Friday, April 27. Class will be canceled for Spring Break (week of March 11-17).


There will be one in-class midterm exam on Wednesday, March 7. The final exam will be held on Thursday, May 3, from 6-8pm, in Sever 102 (our usual classroom).


Grades will be based on a weighted average of homework (40%, lowest score dropped), midterm exam (20%), and final exam (40%).


The text for this course is A First Course in the Numerical Analysis of Differential Equations, by Arieh Iserles, published by Cambridge University Press.


The programming component of this class is based on the Python programming language with the SciPy collection of numerical and scientific computing tools. This software is free and open source, and can be installed on your own computer.

Most students enrolled in the course will have previous experience with Python/SciPy from Math 449 last term. To students who did not take 449 last term, I recommend reviewing the programming assignments (and solutions), listed on the class web page, in order to get up to speed. You may also find it helpful to look at the the SciPy Getting Started guide.

The Anaconda Python Distribution is officially recommended for this course, and is available for Linux, Mac, and Windows.

Academic Integrity

All students are expected to adhere to high standards of academic integrity, as specified in the undergraduate student academic integrity policy. Since this course is offered through the College of Arts & Sciences, any violations of this policy will be referred to the College’s Academic Integrity Officer. Violations of this policy include, but are not limited to:

If you have any questions, or are unsure about what is permitted/prohibited by this policy, please ask me.

In many cases, academic integrity violations are the result of getting behind in coursework and making bad decisions under pressure. Keep up with your assignments, ask questions when you are unsure what is expected of you, and do not give in to the temptation to cut corners.

Catalog Description

Application and analysis of numerical methods for ordinary and partial differential equations. Specific topics may include: Runge-Kutta methods, geometric numerical integrators, finite difference methods, finite element methods, spectral methods, etc. Prerequisites: Math 449 or permission of instructor.

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