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104c - Math 104C Advanced Numerical Analysis...

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Unformatted text preview: Math 104C Advanced Numerical Analysis www.math.ucsb.edu[~hdc[teachingzMath104C Class: TR 9:30-10:45 387 104 Instructor: Prof. Hector D Ceniceros. SH 6710, Email: [email protected], phone: 893-3462 . Office Hours: TR 1-2pm Course description: The central theme of this course is finite difference methods for the solution of partial differential equations (PDEs). We will also cover and review some practical and fundamental issues of numerical methods for ordinary differential equations (ODE's), approximation theory and nonlinear equafions Textbook: Numerical Analysis by R. L. Burden and J. D. Faires. Brooks/Cole Publishing Company, 8th edition. We will cover (partially or completely) chapters 10, 11, and 12, and revisit Chapter 5. We will add supplementary material from other texts on numerical methods for partial differential equations (e.g. J. C. Strikwerda, Finite Difference Schemes and Partial Differential Equations, Wadswith & Brooks/Cole). Notes or references will be provided for those topics not included in the textbook Prerequisites: Math 104 AB. Basic programming ability in Matlab (or Octave or Scilab) or any other programming language suitable for numerical computing (consult with instructor). You will also need to familiarize yourself with a plotting program (e.g. Matlab, gnuplot, tecplot, M). The use of Matlab is encouraged as it facilitates both the programming and the plotting of results. Homework assignments: Homework will be assigned every week and will be due typically a week after. Several assignments will require some programming. Grade: Homework 30%. Midterm 30% (Tuesday May 4) . Take-home final 40% (due on 06/08/10 at noon) The take-home final is a project on which each student conducts a numerical investigation on a problem of his/her interest or from a list of suggested problems that will be provided. The student will turn in a neatly written report which includes an introduction, description of the problem, results, and conclusions, and codes as attachments. No makeup exams will be given. Homework Homework # 1 (due April 6) ...
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