Syllabus for Numerical Methods II

CS/MATH 467/667 NUMERICAL METHODS II (3+0) 3 credits

The development of computers in the late 1940's and their great advances in power over the last fifty years has lead to a revolution in the field of numerical analysis. The goal of this course sequence is to provide the student with the numerical tools and methodology necessary to treat their own problems.

Numerical Methods II will cover the numerical solution of ordinary differential equations, initial value problems, boundard value problems and elliptic, parabolic and hyperbolic partial differential equations. Techniques covered will include finite and upwind difference methods, explicit and implicit methods, the fast Fourier transform, multigrid, and the fast multipole method.

Spring Semester 2006

Course Information

Instructor:
Eric Olson
email:
ejolson at unr.edu
Office:
MWF 12am Ansari Business Building AB 614 and by appointment.
Homepage:
http://fractal.math.unr.edu/~ejolson/467/
Section:
Math (also CS) 467/667 Numerical Methods II
MWF 11:00-11:50pm AB 205
Required Texts:
  1. Arieh Iserles, A First Course in the Numerical Analysis of Differential Equations, 1996, Cambridge University Press.

  2. K.W. Morton, D.F. Mayers, Numerical Solutions of Partial Differential Equations, Second Edition, 2005, Cambridge University Press.
Optional Texts:
  1. Roger Peyret Spectral Methods for Incompressible Viscous Flow, 2002, Springer.

  2. Jeffery J. Leader, Numerical Analysis and Scientific Computation, 2004, Addison Wesley.

  3. Donald Greenspan and Vincenzo Casulli, Numerical Analysis for Applied Mathematics, Science, and Engineering, 1988, Addison-Wesley Publishing Company.

Grading

    2 Quiz                          10 points
    5 Homework Assignments          10 points each
    5 Prog/MATLAB Assignments       20 points each
    1 Midterm Exam                  50 points
    1 Final Exam                    80 points
    --------------------------------------------------
                                   300 points total

Programming/MATLAB Assignments

Your work should be presented in the form of a typed report using clear and properly punctuated English. Where appropriate include full program listings and output. If you choose to work in a group of two, please turn in independently prepared reports.

Final Exam

The final exam will be held for Section 001 on Final Monday, May 15 at 9:45am-11:45am in AB 205.

Equal Opportunity Statement

The Mathematics Department is committed to equal opportunity in education for all students, including those with documented physical disabilities or documented learning disabilities. University policy states that it is the responsibility of students with documented disabilities to contact instructors during the first week of each semester to discuss appropriate accommodations to ensure equity in grading, classroom experiences and outside assignments.

Academic Conduct

Bring your student identification to all exams. Work independently on all exams and quizzes. Behaviors inappropriate to test taking may disturb other students and will be considered cheating. Don't talk or pass notes with other students during an exam. Don't read notes or books while taking exams given in the classroom. You may work on the programming assignments in groups of two if desired. Homework may be discussed freely. If you are unclear as to what constitutes cheating, please consult with me.

Last updated: Mon Jan 30 09:21:08 PST 2006