Math 269A : Numerical Solution of Ordinary Differential Equations
MWF 2:00PM-3:00PM
5233 Math Sciences


Systems of ordinary and/or partial differential equations form the basis for nearly all mathematical models used in the physical, social and engineering sciences. Most of the equations that arise cannot be solved "by hand" and require the use of numerical (computational) methods to obtain solutions. The focus of the Math 269 series of courses is on the numerical methods used to create approximate solutions of systems of ordinary and partial differential equations.

In 269A, the principle goals consist of identifying, analyzing, and implementing the most commonly used numerical techniques to construct approximate solutions of systems of ordinary differential equations (ODE's). A variety of single step and multistep methods will be covered as well as general theoretical aspects that, when understood, help with the tasks of method selection and implementation. Methods for "stiff systems" and adaptive timestepping methods will be covered in the latter part of the quarter.

As a practicing numerical analyst, one often doesn't get to choose the software environment where an ODE solution technique is needed. To help prepare students for situations where Matlab is not the software environment in use, C++ and object oriented software techniques will be used for the computational component of this course.


Requirements :

It is recommended that the students have taken at least one undergraduate course in numerical analysis, preferably two (e.g. Math 151AB). The assignments will involve programming so an undergraduate course in programming is recommended.

Textbook :

Numerical Solution of Ordinary Differential Equations by Lawrence F. Shampine. The text is out of print so photo-copied versions (legal ones) will be available for purchase at the UCLA bookstore.


Homework :

There will be weekly assignments, each of which will be a combination of theoretical and computational problems. For the computational part of the assignments, students will be required to use C++ .


Exams :

There will be a midterm exam and a final exam. The final exam will be on Thursday, December 15, 2005 11:30 AM - 2:30 PM.