Math 4329 (15039), Numerical Analysis

MW 13:30-14:50, BUSN 321

Office hours: MTW 10:30-11:30, 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 Sept 5
1.2 1,2 Sept 5
Error and Computer Arithmetic 2.1 1bde (by hand) Sept 10
2.2 1b,5acde,6ch Sept 10
Rootfinding 3.1 1d*,10,14 Sept 17
3.2 3,11*(both roots; calc. exp. order) Sept 17
3.3 6*(both roots; calc. exp. order) Sept 24
3.4 8,11,12,16 Sept 24
3.5 3 (note typo) Sept 24
Test I Chapters 1,2,3 Sept 26
Interpolation and Approximation 4.1 1,8 Oct 3
4.2 1,14 Oct 10
4.3 13,15 Oct 10
Numerical Integration and Differentiation 5.1 2*(N=8,16),11,12 Oct 17
5.2 16 Oct 22
5.3 repeat 5.1, problem 2, using Gauss 3 point formula* Oct 22
5.4 1* Oct 22
Solution of Systems of Linear Equations 6.1 1 Oct 29
6.3 6c Oct 29
Test II Chapters 4.1-6.3 Oct 31
6.5 1c* (use gel.m; i,ii,iii only; H-12 with x=(1,1,...,1)) Nov 12
6.6 1a*,12 Nov 14
Numerical Linear Algebra 7.2 1ac,16a*c* (don't est. lambda2) Nov 14
7.3 3* Nov 21
Ordinary Differential Equations 8.2 1d* Nov 21
8.5 2d* Nov 28
8.6 1d* (no Richardson error estimate) Nov 28
8.7 3a,7a* Dec 5
Final comprehensive Dec 12, 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

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

Spring 2016: Test I | Test II | Final

Fall 2018: Test I | Test II | Final

Solutions

First Tests

Second Tests

Final Exams

Note: Drop Deadline is Nov 2

Tutoring: Math Resource Center for Students (MaRCS)

gel.m (for Problem 1c, section 6.5)

Logistic Map Applet (see Problem 12, section 3.4)