Class meets Tuesdays 10:30 -- 11:50, Wednesdays 9:30-11 in DRL 4E9.

Office hours: Monday 4-5, Tuesday 12-1, or by appointment

The course will be an introductory graduate course on numerical
analysis. We will cover rootfinding, numerical differentiation,
numerical integration, numerical solution of ODEs, and numerical
solution of PDEs.

We will not cover function approximation (for example, splines)
because this would take away from time spent on PDEs. We will not
cover numerical linear algebra, because that would be a semester
course in its own right. We will not do stochastic ODEs or stochastic
PDEs (applications to math finance, for example), because you need to
learn how to do deterministic ODEs and PDEs before you go
stochastic.

We will use matlab for all the computations. This is a very
user-friendly package with a programming language similar to C.
Sample programs will be provided to be modified and built upon. Not
knowing how to program is not a reason not to take this course.
Students who already know how to program are welcome to program in
their preferred language.

Text: Atkinson's "An Introduction to Numerical Analysis"

Matlab Primer
View the matlab primer using ghostview

Matlab Primer
View the matlab primer using Adobe Acrobat

WARNING: Don't try to print the primer from acrobat, you'll get
gibberish!

How to write up your homework.

On numerical integration.

On interpolation.

Diary from class on Wednesday 1/13

Homework due Wednesday 1/20.

Homework due Wednesday 1/27.

On cancellation errors and ill-conditioned problems: Trying to compute
cos(x).

Homework due Wednesday 2/3.

On Finite-difference differentiation

On ODEs.

Homework due Thursday 2/11.

Homework due Thursday 2/18.

On Gaussian Elimination

On LU decompositions

Homework due Thursday 2/25.

On Iterative methods

Homework due Thursday 3/18.

On solving the heat equation using finite-difference methods and
spectral methods.

How matlab does its fast Fourier transform.

On solving Burgers equation using
spectral methods.

On solving the semilinear heat equation and the nonlinear Schroedinger equation using
spectral methods.

On solving the KdV heat equation using
an integrating factor method.

Diary from class 3/30/99.

Homework due on Tuesday 4/6.

Homework due on Wednesday 4/14.

Homework due on Monday 4/26.

On solving the advection equation.