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.
E-mail: lvese[at]math.ucla.edu
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.
E-mail: mputhawala[at]math.ucla.edu
Required Textbook:
(placed on reserve for 2 hours/overnight at SEL Library).
Strikwerda, John C., "Finite difference schemes and partial differential
equations" (1st or 2nd edition).
Recommended Textbooks:
- 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.
Topics:
Numerical solutions for initial
and boundary value problems
(time-dependent partial differential equations).
Numerical solution for elliptic, parabolic, and hyperbolic partial
differential equations:
stability, consistency,
convergence, nonlinear problems.
Linear algebra considerations.
Course Requisites: courses Math 115A, 151A, 151B, or
equivalent.
Useful Links:
PIC Lab: Boelter Hall 2817 and
Mathematical Sciences 2000
http://www.pic.ucla.edu/piclab/
MATLAB Documentation (thanks to Prof. C. Anderson, UCLA)
Class Web Page: http://www.math.ucla.edu/~lvese/269b.1.17w/
Numerical Analysis Qualifying Exam
Numerical Recipes
Homework Policy:
Homework assignments involving both theoretical and computational exercises
will be assigned and collected every week.
Examinations: One midterm exam and one take-home final exam.
Midterm Exam: Monday, February 13 (in class).
Final Exam: Take-home final exam.
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)
HW1.pdf
HW1.tex
HW #2 (due on Friday, January 27)
HW2.pdf
HW2.tex
HW #3 (due on Friday, February 3)
HW3.pdf
HW3.tex
HW #4 (due on Friday, February 17)
HW4.pdf
HW4.tex
HW #5 (due on Friday, February 24)
HW5.pdf
HW5.tex
HW #6 (due on Friday, March 3rd)
HW6.pdf
HW6.tex
HW #7 (due on Friday, March 10)
HW7.pdf
HW7.tex
HW #8 (due at the end of the week of finals)
Take-Home-Final.pdf
Take-Home-Final.tex
Practice Problems
PracticeFinal.pdf
Review and practice problems for the midterm
PracticeMidterm.pdf
HW5_Notes.pdf