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.


- 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.

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.

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.


Useful Links:
  • Virtual Office Hours
  • PIC Lab: Boelter Hall 2817 and Mathematical Sciences 3970
  • MATLAB Documentation (thanks to Prof. C. Anderson, UCLA)
  • Class Web Page:
  • 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