Math 620 - Numerical Analysis

Fall 2008 - Matthias K. Gobbert

Detailed Schedule - Last Updated 08/19/08


This schedule is designed to give you an overview of the material to be covered and is tentative in nature.
The chapter numbers refer to the text, Kendall E. Atkinson, An Introduction to Numerical Analysis, second edition, Wiley, 1989.
Class Date Time / Main Topic Section(s) / Room
1 We 08/27 Overview
Mo 09/01 Labor Day
We 09/03 12:00-01:00 CIRC Software Workshop: Basic MATLAB ENGR 122
2 We 09/03 Gaussian elimination: LU factorization 8.1
3, #1 Mo 09/08 Taylor's theorem in one dimension 1.1
4 We 09/10 Taylor's theorem in higher dimensions 1.1
5 Mo 09/15 Interpolation: existence and uniqueness 3.1
We 09/17 12:00-01:00 CIRC Software Workshop: Basic Programming in MATLAB ENGR 122
6, #2 We 09/17 Interpolation: Newton divided differences, error theorem 3.2
Th 09/18 12:00-01:00 Mathematica Workshop offered by Wolfram Research TBA
7 Mo 09/22 Interpolation: problems with equidistant nodes 3.5
8 We 09/24 Interpolation: cubic spline interpolation 3.7
9 Mo 09/29 Numerical differentiation: idea and methods 5.7
We 10/01 12:00-01:00 CIRC Software Workshop: 3-D Graphics in MATLAB ENGR 122
10, #3 We 10/01 Numerical differentiation: errors and effect of round-off 5.7
11 Mo 10/06 Library Research Techniques Library 259
12 We 10/08 Numerical integration: idea and trapezoidal rule 5.1
13, #4 Mo 10/13 Numerical integration: Simpson and other rules 5.2
We 10/15 12:00-01:00 CIRC Software Workshop: COMSOL Multiphysics ENGR 122
14 We 10/15 Numerical integration: Gaussian quadrature 5.3
15 Mo 10/20 Approximation: concepts and theory 4.1-4.3
16, #5 We 10/22 Approximation: orthogonal polynomials 4.4
17 Mo 10/27 Rootfinding: basic methods 2.0-2.3
We 10/29 12:00-01:00 CIRC Software Workshop: MPI (Message Passing Interface) ENGR 122
18 We 10/29 Rootfinding: theory of fixed-point methods 2.5
19, #6 Mo 11/03 Midterm exam
20 We 11/05 Systems of nonlinear equations: Newton's method 2.10, 2.12
21, #7 Mo 11/10 Systems of nonlinear equations: Newton's method 2.11
We 11/12 12:00-01:00 CIRC Software Workshop: Advanced Programming in MATLAB ENGR 122
22 We 11/12 Numerical o.d.e.'s: problem and mathematical theory 6.1
23 Mo 11/17 Numerical o.d.e.'s: basic methods, local truncation error 6.2-6.5
24, #8 We 11/19 Numerical o.d.e.'s: accuracy and stability 6.2
25 Mo 11/24 Numerical o.d.e.'s: linear multi-step methods 6.8
26 We 11/26 Numerical o.d.e.'s: Runge-Kutta methods 6.10
27, #9 Mo 12/01 Numerical o.d.e.'s: methods for stiff problems 6.9
28 We 12/03 Computer numbers: IEEE-standard for floating-point numbers 1.2
29 Mo 12/08 Computer numbers: IEEE-standard for floating-point numbers 1.2
M 12/15 03:30-05:30 Final Exam Note the date and time!

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This page version 1.1, August 2008.