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 * A Gentle Intro: Calculus/Linear Algebra/Python warm-up  * A Gentle Intro: Linear Algebra/Numerics/Python warm-up
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 * Leslie Greengard  * [[https://cs.nyu.edu/courses/spring12/CSCI-GA.2945-001/index.html|Leslie Greengard]]

Flyer thumbnail

Integral Equations and Fast Methods

Class Time/Location



Andreas Kloeckner





Office Hours


Class Webpage


Email Listserv

Info page

Class poster


This class will teach you how how (and why!) integral equations let you solve many common types of partial differential equations robustly and quickly.

You will also see many fun numerical ideas and algorithms that bring these methods to life on a computer.

What to expect

  • A Gentle Intro: Linear Algebra/Numerics/Python warm-up
  • Some Potential Theory
  • The Laplace, Poisson, Helmholtz PDEs, and a few applications
  • Integral Equations for these and more PDEs
  • Ways to represent potentials
  • Quadrature, or: easy ways to compute difficult integrals
  • Tree codes and Fast Multipole Methods
  • Fun with the FFT
  • Fast Randomized Linear Algebra (if time)


Month 1, 2013
Class starts on MONTH DAY, 2012, from XX-XXpm. We've also been assigned a room. We will be meeting in XXX. See you then!


This isn't final yet.

If you will be taking the class for credit, there will be

  • Weekly homework for (roughly) the first half of the class (50% of your grade)
  • A more ambitious final project, which may be inspired by your own research needs (50% of your grade) (also see /ProjectGuidelines)

If you're planning on auditing or just sitting in, you are more than welcome.




These books cover some of our mathematical needs:

There really aren't any books to cover our numerical and algorithmic needs.

So, unfortunately, there isn't one book that covers the entire class, or even a reasonable subset. It will occasionally be useful to refer to these books, but I would not recommend you go out and buy them just for this course. I will make sure they are available in the library for you to refer to.

Source articles

Because of the (no-)book situation (see above), I will post links to the research articles underlying the class here.

Online resources

Teaching/IntegralEquationsFall2013 (last edited 2014-01-23 02:26:25 by AndreasKloeckner)