Math 620 - Numerical Analysis

Fall 2020 - Matthias K. Gobbert

Detailed Schedule - Last Updated 11/18/2020


This schedule is designed to give you an overview of the material to be covered and is tentative in nature. This is a living document and will be updated throughout the semester.
The section numbers refer to Kendall E. Atkinson, An Introduction to Numerical Analysis, second edition, Wiley, 1989.
The numbers HW0, HW1, HW2, etc. in the Class column indicate homeworks "HW" due as PDF upload to Blackboard on that day.
The numbers BQ0a, BQ0b, BQ1a, etc. in the Main Topic column indicate online Blackboard quizzes "BQ" due before that class.
The numbers GQ0a, GQ1a, GQ2a, etc. in the Main Topic column indicate in-class group quizzes "GQ" during that class due as PDF upload.
These numbers in the detailed schedule are designed to show the teaching philosophy and learning techniques associated with each class meeting.
See the Assignments area of the Blackboard site for our course for the precise due dates and times.
Class Date Main Topic Section(s)
1, HW0 Th 08/27 BQ0a, BQ0b, IQ0, Introductions, Overview, GQ0a
2 Tu 09/01 BQ1a, BQ1b, GQ1a, Gaussian elimination: reduction in appended tableau and in Matlab/Octave 8.1
3, HW1 Th 09/03 BQ1c, Gaussian elimination: LU factorization in software, effect of accumulated round-off 8.2
4 Tu 09/08 BQ2ab, Taylor's theorem in one dimension, GQ2a 1.1
5, HW2 Th 09/10 BQ2c, Taylor's theorem in higher dimensions, GQ2b 1.1
6 Tu 09/15 BQ3a, Interpolation: existence and uniqueness 3.1
7 Th 09/17 BQ3b, Interpolation: Newton divided differences, error theorem 3.2
8, HW3 Tu 09/22 Interpolation: problems with equidistant nodes, Matlab/Octave 3.5
9 Th 09/24 BQ4a, Numerical differentiation: Taylor's theorem and methods 5.7
10, HW4 Tu 09/29 BQ4b, Numerical differentiation: errors and effect of round-off, Matlab/Octave, GQ4a 5.7
11 Th 10/01 BQ5ab, Numerical integration: composite trapezoidal and Simpson rules 5.1-5.2
12, HW5 Tu 10/06 Numerical integration in Matlab/Octave, GQ5a
13 Th 10/08 BQ5e, Numerical integration: Gauss-Legendre quadrature, GQ5e 5.3
14, HW6a Tu 10/13 BQ5f, Numerical integration: general Gaussian quadrature 5.3
15 Th 10/15 Midterm Exam
16 Tu 10/20 BQ6a, Approximation: concepts and theory, orthogonal polynomials 4.1-4.4
17, HW6b Th 10/22 BQ6b, Approximation: relation to interpolation 4.5-4.7
18 Tu 10/27 BQ7a, BQ7b, Rootfinding: bisection, Newton, secant methods 2.0-2.3
19, HW7a Th 10/29 BQ7c, BQ7d, Rootfinding: Newton's method in Matlab/Octave GQ7d 2.5
20 Tu 11/03 BQ7e, Systems of non-linear equations: Newton's method 2.10-2.11
21, HW7b Th 11/05 Systems of non-linear equations: Newton's method in practice
22 Tu 11/10 BQ8a, Numerical ODEs: problem, local truncation error, GQ8a 6.1
23 Th 11/12 BQ8b, Numerical ODEs: basic methods, linear stability analysis 6.2-6.3
24 Tu 11/17 Numerical ODEs: stiffness in ODEs, GQ8b 6.7-6.10
25, HW8 Th 11/19 Numerical ODEs: method survey 6.7-6.10
26 Tu 11/24 Numerical ODEs: methods in Matlab/Octave
Th 11/26 Thanksgiving Holiday
27 Tu 12/01 BQ9a, Computer numbers: IEEE-standard for floating-point numbers 1.2
28, HW9 Th 12/03 Computer numbers: IEEE-standard for floating-point numbers 1.2
29, HW10 Tu 12/08 Review
Tu 12/15 03:30-05:30 Final Exam Note the date and time!

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This page version 1.5, October 2020.