Resources

Syllabus

The syllabus for this course is here.

Mathematica

We will be using Mathematica as the primary computational tool for this course. Mathematica is available only in the Briggs 419 computer lab. The lab will be open during regular building hours and for limited times in the evening and weekends. Check the schedule posted outside Briggs 419 for details.

How to read Mathematica notebooks

All of the Mathematica files that I am providing below are in the form of Mathematica notebooks. To download these files, right click on the links provided and select the option to download the file to the local disk. You can then open those files in Mathematica. If you are working at a computer that does not have Mathematica installed, you can use the Mathematica CDF Player from Wolfram Research to read these files instead. You can download the CDF Player from http://www.wolfram.com/cdf-player/.


Wednesday, March 23

I showed a brief introduction to Mathematica.

We started in on chapter 2 of the text: here are lecture notes for section 2.2. You should read section 2.2 in the text.

Friday, March 25 and Monday, March 28

Sections 2.3-2.5: lecture notes. Also, here is a Mathematica notebook illustrating how to implement the chapter 2 algorithms in Mathematica.

First Homework Set

Section 2.2: 2, 8, 10.
Section 2.3: 6b, 8b, 26.
Section 2.4: 8.
Section 2.5: 2, 8, 14.

These problems are due on Monday, April 4.

Monday, March 28 and Wednesday, March 30

Gauss elimination: here are lecture notes for section 6.1 and section 6.2. You should read those sections in the text.

Second Homework Set

Section 6.1: 6bd.
Section 6.2: 2a, 4a, 6a, 14b.
Section 6.3: 6ac, 10.

These problems are due on Friday, April 8.

Friday, April 1 and Monday, April 4

Two important applications of Gauss elimination - computing the inverse of a matrix and computing a determinant. Here are lecture notes for section 6.3 and section 6.4. You should read those sections in the text.

Monday, April 4 and Wednesday, April 6

section 6.5 - the LU decomposition.

section 6.6 - special factorizations.

Also, here is a Mathematica notebook illustrating how to implement the chapter 6 algorithms in Mathematica.

Third Homework Set

Section 6.4: 8.
Section 6.5: 6c, 9c (do these by hand).
Section 6.6: 6cd, 12d, 16, 30.

These problems are due on Wednesday, April 13.

Friday, April 8

Section 7.1 - vector and matrix norms.

Section 7.2 - eigenvalues and eigenvectors.

Monday, April 11

Section 7.3 - Jacobi and Gauss-Seidel iteration.

Section 7.4 - SOR method.

Here is a Mathematica notebook illustrating how to implement some of the chapter 7 algorithms in Mathematica.

Fourth Homework Set

Section 7.1: 2, 12.
Section 7.2: 2d, 10d, 14.
Section 7.3: 6c, 8c, 18.

These problems are due on Monday, April 18.

Wednesday, April 13

Section 7.5 - Condition numbers and iterative refinement.

Wednesday, April 13 and Friday, April 15

Section 7.6 - Conjugate gradient method.

Here is a Mathematica notebook that demonstrates the methods discussed in section 7.6.

Fifth Homework Set

Section 7.4: 2c, 4c, 10.
Section 7.5: 2d, 4d, 6b.
Section 7.6: 2, 6d.

These problems are due on Friday, April 22.

Monday, April 18

Section 3.1 - Lagrange interpolation.

Section 3.2 - Neville's method.

Here is the Mathematica notebook for chapter 3.

Wednesday, April 20

Section 3.3 - Newton's divided difference formula.

Friday, April 22

Section 3.4 - Hermite polynomials.

Sixth Homework Set

Section 3.1: 6c, 8c, 18.
Section 3.2: 2c.
Section 3.3: 4b, 8.
Section 3.4: 2d, 4d, 10.

These problems are due on Monday, May 2.

First Midterm Exam

The first midterm exam is coming up on Wednesday, April 27. This exam will cover chapters 2, 6, and 7. Here is a list of topics to review for the exam.

Friday, April 22 - Monday, May 2

Chapter 4 - Derivative and Integral formulas. Most of the notes and examples for this chapter are in this Mathematica notebook. Here are additional notes for Sections 4.1 and 4.2 and Section 4.7

Seventh Homework Set

Section 4.1: 6b, 8b, 10a, 12a.
Section 4.2: 8.
Section 4.3: 6c, 8c.
Section 4.4: 4b, 11b.
Section 4.5: 2b, 16.
Section 4.7: 2g, 4g.

These problems are due on Monday, May 9.

Wednesday, May 4

Sections 5.1 through 5.3 - lecture notes. Mathematica notes for chapter 5 will appear on Friday.

Friday, May 6 and Monday, May 9

Section 5.4 - deriving Runge-Kutta type methods. The lecture notes for this section are contained in the Mathematica notes for chapter 5.

Eighth Homework Set

Section 5.2: 2b, 6c, 8c.
Section 5.3: 2b, 6c, 8c.
Section 5.4: 4b, 8b, 16b.

These problems are due on Friday, May 13.

Monday, May 9

Section 5.5 - The Runge-Kutta-Fehlberg method.

Wednesday, May 11

Section 5.9 - Systems of first order equations and higher order equations.

Ninth Homework Set

Section 5.5: 2b, 2d.
Section 5.9: 2b, 2c, 4b, 4c, 8.

These problems are due on Monday, May 16.

Wednesday, May 11

Sections 11.1 and 11.2 - The shooting method for boundary value problems.

Tenth Homework Set

Section 11.1: 2, 6.
Section 11.2: 2, 4b, 4d.

These problems are due on Wednesday, May 18.

Friday, May 13

Work day - work on homework sets 9 and 10 in class.

Second Midterm Exam

The second midterm exam is coming up on Friday, May 20. This exam will cover chapters 3, 4, and 5. Here is a list of topics to review for the exam.

Monday, May 16

Section 11.3 - The method of finite differences for linear boundary value problems.

Sections 10.1 and 10.2 - Newton's method for nonlinear systems.

Section 11.4 - The method of finite differences for nonlinear boundary value problems.

Eleventh Homework Set

Section 11.3: 2, 8.
Section 10.2: 2ab, 12.
Section 11.4: 4ab, 5ab

These problems are due on Wednesday, May 25.

Wednesday, May 18 and Monday, May 23

Work day - work on homework set 11 in class.

Wednesday, May 25

Section 12.1 - an introduction to the finite difference method for partial differential equations. Here is a set of Mathematica notes for this section that illustrate both basic and more advanced techniques for solving the kinds of problems that show up in section 12.1.

Friday, May 27

I showed solutions to selected problems from homework set 11. If you would like a copy of these solutions, please email me.

As a follow-up to problem 12 from section 10.2 I showed the method of steepest descent for non-linear systems. Here are some lecture notes outlining the basics of the method and a Mathematica notebook showing how to use a combination of the method of steepest descent and Newton's method to solve problem 12 more effectively.

Final Exam

The final exam will take place at 3 PM on Tuesday, May 31. The exam will be comprehensive and will cover all of the topics previously listed for the two midterms and the new material since the second midterm: solving boundary value problems by the shooting method and the method of finite differences and Newton's method for nonlinear systems of equations.