Numerical Analysis for Elliptic and Parabolic Partial Differential Equations Autumn Semester 2020

Prof. Dr. Christoph Schwab
Marcello Longo


Tuesday - 10:15-12:00 - HG D 5.2
Wednesday- 12:15-14:00 - HG D 5.2
First Lecture: Tuesday 15th of September, 2020
Lectures will be moved to online format starting: Tuesday 3rd of November, 2020
Zoom ID: 999 2174 6569 (nethz account required), Password communicated by email to registered students

Exercise Classes

Wednesday - 09:15-10:00 - ML F 40
First Exercise Class: Wednesday 23rd of September, 2020
Exercise classes will be moved to online format starting: Wednesday 28th of October, 2020
Zoom ID: 998 8821 3741 (nethz account required), Password communicated by email to registered students


The course will address the mathematical analysis of numerical solution methods for linear and nonlinear elliptic and parabolic partial differential equations. Functional analytic and algebraic (De Rham complex) tools will be provided. Primal, mixed and nonstandard (discontinuous Galerkin, Virtual, Trefftz) discretizations will be analyzed.

Particular attention will be placed on developing mathematical foundations (Regularity, Approximation theory) for a-priori convergence rate analysis. A-posteriori error analysis and mathematical proofs of adaptivity and optimality will be covered.

Implementations for model problems in MATLAB will illustrate the theory.

A selection of the following topics will be covered:

For more details, please check the ETH Course Catalogue


Video recordings of the lectures, starting 03 Nov 2020, will be published on the Moodle page .
Students registered for the course can access these for online streaming using nethz username and password.
Disclaimer: Videos are not intended to replace lecture notes. Relevant for the exam is the content of the lecture notes (excluding sections marked with "*"), as well as exercises and their solutions.


The new exercises will be posted here every week by Tuesday. We expect you to look at the problems beforehand and to prepare questions for the exercise class on Wednesday.

Submission of Matlab Codes:

Please upload a scan/high-quality image of your handwritten solutions together with your Matlab codes before the next exercise session.

Your solutions will be corrected and returned via SAMup before the following exercise class.


Lecture Notes: Chapter 1 , Chapter 2 , Chapter 3 , Chapter 4 , Chapter 5 , Chapter 6 , Chapter 7 , Chapter 8 , Bibliography

Main literature Additional literature

Note: "online PDF" applies to users in the ETH domain (student computers / ETH WiFi / VPN)

Matlab Resources

Matlab links

ETH students can download Matlab with a free network license from the IT-Shop .

Matlab tutorials