Teaching

MAT 425: Numerical Analysis II

Spring 2017

Class Time Tu,Th 10:30am – 11:45am
Class Location Tempe – WXLR A108
Instructor Sébastien Motsch
Office WXLRA 836
Email smotsch@asu[dot]edu
Office Hours Tu,Th 12:00pm – 1:00pm
Class webpage www.seb-motsch.com/teaching

Textbook

  • Richard L. Burden, J. Douglas Faires, “Numerical Analysis” (9th edition)

Course description

1) Basic concepts of numerical computations
– numerical differentiation and integration
– algorithm implementation
2) Initial value problems for ODE
– Euler and Runge-Kutta method
– multistep method
– convergence, stability
3) Boundary value problems for ODE
– shooting methods
– finite difference methods
4) Introduction to PDE
– heat and wave equations
– finite difference method and CFL conditions

A syllabus is also available here.

Mid-term: it is scheduled for Thursday March 2nd in class, it will cover Basic concepts and Initial value problems for ODE.

Project: each group (2-3 students) will give a 30mn presentation (20-25mn presentation + 5-10mn of questions) in April.

Class Schedule

Jan 10 – 12 Presentation course-Review calculus (Taylor polynomial)
Jan 17 – 19 Bisection and Newton method, fixed-point iteration (2.1-2.3)
Jan 24 – 26 Numerical differentiation-integration (4.1-4.3)
Jan 31 – Feb 02 Review ODE (5.1)
Feb 07 – 09 Euler method, Runge-Kutta (5.2-5.4)
Feb 14 – 16 Error control, high-order ODE (5.5,5.9)
Feb 21 – 23 high-order ODE, stability (5.9-5.11)
Feb 28 – Mar 02 Review, Mid-term

Class homework

Jan 19 HW 1, solution
Jan 26 HW 2, solution
Feb 02 HW 3, solution
Feb 09 HW 4, solution
Feb 16 HW 5, solution
Feb 23 HW 6

Extra