Math 269B, Section 1, Winter 2017
Advanced Numerical Analysis
Lecture Meeting Time: MWF 12.00PM - 12:50PM.
Lecture Location: MS 6201.
Instructor: Luminita A. Vese
Office: MS 7620D.
Office hours: Tuesday 1-2pm and Thursday 1-2pm.
Discussion Section: Thursday, 12.00PM - 12.50PM, Physics and Astronomy 1749.
Teaching Assistant: Michael Puthawala.
Office: MS 3975.
Office hours: Tuesday 9-10am and Thursday 10-11am in MS 3975.
(placed on reserve for 2 hours/overnight at SEL Library).
Strikwerda, John C., "Finite difference schemes and partial differential
equations" (1st or 2nd edition).
- Kreiss and Oliger (1973), Methods for the Approximate Solution of Time
Dependent Problems, Garp.
(placed on reserve for two hours at SEL Library).
- Richtmyer and Morton (1967),
Difference Methods for Initial-Value Problems, Wiley.
Numerical solutions for initial
and boundary value problems
(time-dependent partial differential equations).
Numerical solution for elliptic, parabolic, and hyperbolic partial
convergence, nonlinear problems.
Linear algebra considerations.
Course Requisites: courses Math 115A, 151A, 151B, or
PIC Lab: Boelter Hall 2817 and
Mathematical Sciences 2000
MATLAB Documentation (thanks to Prof. C. Anderson, UCLA)
Class Web Page: http://www.math.ucla.edu/~lvese/269b.1.17w/
Numerical Analysis Qualifying Exam
Homework assignments involving both theoretical and computational exercises
will be assigned and collected every week.
Examinations: One midterm exam and one final exam.
Midterm Exam: Monday, February 13 (in class).
Final Exam: Friday, March 17 (one hour, in class).
The examinations are closed-book and closed-note.
No exams at a time other than the designated ones will be allowed
(exceptions for illness with document proof, or emergency).
Grading Policy: HW 50%, Midterm 25%, Final 25%
Weekly Homework Assignments:
HW #1 (due on Friday, January 20)
HW #2 (due on Friday, January 27)
HW #3 (due on Friday, February 3)
HW #4 (due on Friday, February 17)
HW #5 (due on Friday, February 24)
HW #6 (due on Friday, March 3rd)
HW #7 (due on Friday, March 10)
HW #8 (due on Friday, March 17)
Review and practice problems for the midterm