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.
(placed on reserve for 2 hours/overnight at SEL Library).
Strikwerda, John C., "Finite difference schemes and partial differential
Pacific Grove, Calif. : Wadsworth & Brooks/Cole Advanced
Books & Software, c1989.
Series: The Wadsworth & Brooks/Cole mathematics series.
- 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.
Pre-requisites: courses Math 115A, 135A, 151A, 151B, 269A, or
Virtual Office Hours
PIC Lab: Boelter Hall 2817 and
Mathematical Sciences 3970
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 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)
HW #2 (due Monday, January 27)
HW #3 (due Friday, January 31)
HW #4 (due Wednesday, February 12)
Review and practice problems for the midterm
HW #5 (due Monday, March 3rd; deadline extended)
Notes on HW #5
HW #6 (due Friday, March 14 or Monday, March 17)