Numerical Computing II

MATH/CS 62202/72202
Spring 2008, Monday/Wednesday 12:30pm--1:45pm, MSB Room 376
Course website:
http://www.math.kent.edu/~li/62202/

Instructor: Jing Li
Office: Room 360, Mathematics and Computer Science Building
Phone: (330) 672-9111
E-mail: li@math.kent.edu
Office hours:
Monday/Wednesday: 1:45pm -- 3:45pm; or by appointment.

This course will cover basic knowledges of scientific conputing and numerical analysis. Topics include numerical solutions of nonlinear equations, numerical optimizations, numerical solutions of ordinary and partial differential equations, Fast Fourier Transform. Most computation in class and in homeworks will be implemented in Matlab.

Prerequisites
Calculus, linear algebra, elementary differential equations.

Requirements
Homework will be assigned in class and posted in this page. Most homework will be due in one or two weeks. It is important for you to do the homework by yourself. But when you get stuck, I encourage you to seek help from other students or me.

Grading Policy
There are no in-class mid-term and final exams for this class. The final grade will be determined by your grades on the homework (40%), mid-term project (30%), and final project (30%).

Required Text
None. Lecture notes will be handed out.

Recommended Books
``Scientific Computing: An Introductory Survey'', by M. T. Heath, McGraw-Hill, 2nd edition, 2002.

Homework

• Homework 1 (pdf file), assigned January 16, due January 30. (noncon.m, bisec.m, Newton.m, GlobalNewton.m)
• Homework 2 (pdf file), assigned January 30, due February 6. (GlobalNewtonMin.m, objectivefunction.m)
• Homework 3 (pdf file), assigned February 6, due February 13.
• Homework 4 (pdf file), assigned February 13, due February 20. (compare.m, Rosen.m, linesch.m, lszoom.m, steep.m, newton.m, EigenNewtonm, bfgs.m)
• Midterm Project (pdf file), assigned February 20, due March 5. (LCcompare.m, FreeEner.m, ApproxFree.m, steep.m, newton.m, EigenNewton.m, bfgs.m, linesch.m, lszoom.m)
• Homework 5 (pdf file), assigned March 5, due March 12.
• Homework 6 (pdf file), assigned March 12, due March 26.(forwardEuler.m, FErun.m, Woods.m, HS.m, getparameters.m)
• Homework 7 (pdf file), assigned March 26, due April 2.(forwardEuler.m, backwardEuler.m, RungeKutta.m, Ay.m, solveStiff.m)
• Homework 8 (pdf file), assigned April 2, due April 16.
• Final Project (pdf file), assigned April 16, due May 6.

Lecture Notes

• Solving Nonlinear Equations (pdf file).
• Unconstrained Optimization (pdf file).
• Introduction to ODE (pdf file).
• Numerical Solutions to ODE (pdf file).
• Boundary Value Problems for ODE (pdf file).
• Introduction to PDE (pdf file).
• Numerical Solutions to PDE (pdf file).
• Basic Iterative Methods (pdf file).

Matlab Information
Matlab is loaded on the Computer Science/Math department network servers. Account application form is available outside Room 147. You need to use Matlab in the first homework, so be HURRY and get familiar with MATLAB as soon as possible. You can also buy the Student version of Matlab for $99 from Mathworks . A few online Matlab tutorials:

• MATLAB Primer
• Matlab guide
• Gigantic Matlab tutorial