## Math 269B, Section 1, Winter 2003

## Advanced Numerical Analysis

**Lecture Meeting Time:** MWF 2.00PM - 2:50PM.

** Lecture Location:** MS 5127.

**Instructor:** Luminita A. Vese

**Office:** MS 7620D

**Office hours:** M 3-4pm, W 5-6, F 4-5pm.

**E-mail:** lvese@math.ucla.edu
## - Review Session: Friday, March 14, Time 4pm (Room 5117).

- Additional Office Hours: Saturday & Sunday, 2-4pm, MS 7620-D

- Practice problems: see below

- HW#6 due by Monday, March 17.

**Discussion Section:** Thursday, 3.00PM - 3.50PM, MS 5127

**Teaching Assistant:** Triet Le.

**Office:** MS 3915E.

**Office hours:** Tuesday 3-4pm in student math center or MS 3915E.
Thursday 1-2pm in MS 3915E.

** E-mail:** tle@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"*,

Pacific Grove, Calif. : Wadsworth & Brooks/Cole Advanced
Books & Software, c1989.

Series: The Wadsworth & Brooks/Cole mathematics series.

**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.

**Pre-requisites:** courses Math 115A, 135A, 151A, 151B, 269A, or
equivalent.

__
__**SYLLABUS**

**Useful Links:**
Virtual Office Hours
PIC Lab: Boelter Hall 2817 and
Mathematical Sciences 3970

http://www.pic.ucla.edu/piclab/
MATLAB Documentation (thanks to Prof. C. Anderson, UCLA)
Class Web Page: http://www.math.ucla.edu/~lvese/269b.1.03w/
Numerical Analysis Qualifying Exam
Numerical Recipes in C
Getting started with MATLAB

**Homework Policy:**
Homework assignments involving both theoretical and computational exercises
will be collected every Friday (in lecture).

**Examinations:** One midterm exam and one final exam.

__Midterm Exam:__ Friday, February 14 (lecture).

__Final Examination Code:__ 07 - Monday, March 17, 2003, 3:00pm-6:00pm

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 40%, Midterm 20%, Final 40%

**Weekly Homework Assignments:**

**HW #1** (due Friday, January 17)
__
HW1.pdf__

**HW #2** (due Monday, January 27)
__
HW2.pdf__

**HW #3** (due Friday, January 31)
__
HW3.pdf__

**HW #4** (due Wednesday, February 12)
__
HW4.pdf__

**Review and practice problems for the midterm**
__
PracticeMidterm.pdf__

**HW #5** (due Monday, March 3rd; deadline extended)
__
HW5.pdf__

Notes on HW #5
__
HW5_Notes.pdf__

**HW #6** (due Friday, March 14 or Monday, March 17)
__
HW6.pdf__

**Practice Problems **

__
PracticeFinal.pdf__