Math 4329 (11835), Numerical Analysis

MW 13:30-14:50, LART 207

Office hours: MW 8:00-8:50, T 9:00-9:50, BELL 200

Course Description

Prerequisites: Math 3323 (or 4326) and working knowledge of a high level programming language

The text is "Elementary Numerical Analysis, Third Edition" Atkinson and Han, John Wiley & Sons, 2003.

Problem list may change during semester, so re-check before starting each assignment.

Topics covered
Topics section HW assignment due
Taylor Polynomials 1.1 2ac,3ab Aug 31
1.2 1,2 Aug 31
Error and Computer Arithmetic 2.1 1bde Sept 2
2.2 1b,5acde,6ch Sept 2
Rootfinding 3.1 1d*,10,14 Sept 14
3.2 3,11*(both roots; calc. exp. order) Sept 14
3.3 6*(both roots; calc. exp. order) Sept 21
3.4 8,11,12,16 Sept 21
3.5 3 (note typo) Sept 21
Test I Chapters 1,2,3 Sept 23
Interpolation and Approximation 4.1 1,8 Sept 30
4.2 1,14 Oct 7
4.3 13,15 Oct 7
Numerical Integration and Differentiation 5.1 2*(N=8,16),11,12 Oct 14
5.2 16 Oct 19
5.3 repeat 5.1, problem 2, using Gauss 3 point formula* Oct 19
5.4 1* Oct 19
Solution of Systems of Linear Equations 6.1 1 Oct 26
6.3 5*(use gel.m below),6c Oct 26
Test II Chapters 4.1-6.3 Oct 28
6.5 1c* (use gel.m; i,ii,iii only; H-12 with x=(1,1,...,1)) Nov 9
6.6 1a*,12 Nov 11
Numerical Linear Algebra 7.2 1ac,16a*c* (don't est. lambda2) Nov 11
7.3 3* Nov 18
Ordinary Differential Equations 8.2 1d* Nov 18
8.5 2d* Nov 25
8.6 1d* (no Richardson error estimate) Nov 25
8.7 3a,7a* Dec 2
Final comprehensive Dec 9, 4pm

* = computer problem requiring MATLAB

Grades

90-100% guaranteed A
80-89% guaranteed B or better
70-79% guaranteed C or better
60-69% guaranteed D or better
below 60% no guarantees

Videos

Note: All of these optional videos were made for other (graduate) courses, so they contain some material we don't cover in MATH 4329.

Chapters 1,2 Video

Chapter 3 Video

Chapter 4 Video

Chapter 5 Video

Chapter 6 Video (LU decomposition)

Chapter 6 Video (Band solvers and iterative methods)

Chapter 7 Video (Power method for eigenvalues)

Chapter 8 Video (Truncation error, Stability, Adams methods)

Chapter 8 Video (Stiffness, Runge-Kutta methods)

Old Tests

Fall 2010: Test I | Test II | Final

Spring 2011: Test I | Test II | Final

Fall 2012: Test I | Test II | Final

Spring 2014: Test I | Test II | Test III | Final

Fall 2014: Test I | Test II | Final

Spring 2015: Test I | Test II | Final

Fall 2015: Test I | Test II | Final

Solutions

First Tests

Second Tests

Final Exams

Note: Drop Deadline is October 30

Tutoring: Math Resource Center for Students (MaRCS)

gel.m (for Problem 5, section 6.3)

Logistic Map Applet (see Problem 12, section 3.4)