Math 269B, Lecture 1, Winter 2005
Advanced Numerical Analysis
Lecture Meeting Time: MWF 2.00PM - 2:50PM.
Lecture Location: MS 5138
Instructor: Luminita A. Vese
Office: MS 7620D
Office hours: M 3-4pm, W 3-4, F 4-5pm.
Discussion Section: Thursday, 3.00PM - 3.50PM, MS 5138
Teaching Assistant: Jason Chung.
Office: IPAM Building.
Office hours: TBA.
(placed on reserve for 2 hours/overnight at SEL Library).
K.W. Morton and D.F. Mayers, "Numerical Solution of Partial Differential Equations", Cambridge University Press, 2003.
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.
H.-O. Kreiss, and J. Oliger, 1973: Methods for the approximate solution of time dependent problems, WMO/ICSU Joint Organising Committee, GARP Publications Series No. 10, 107 pp.
R.D. Richtmyer and K.W. Morton (1967),
Difference Methods for Initial-Value Problems, New York : Interscience Publishers.
B. Gustafsson, H.-O. Kreiss and J. Oliger, Time dependent problems and difference methods, A Wiley-Interscience Publication, 1995.
H.-O. Kreiss, H.U. Busenhart, Time-dependent Partial Differential equations and Their Numerical Solution, Birkhauser, Lectures in Mathematics, ETH Zurich, 2001.
- 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.
Requisites: courses 115A, 135A, 151A, 151B.
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.1.05w/
Numerical Analysis Qualifying Exam
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: Thursday, February 17 (in discussion section).
Final Exam: Wednesday, March 16, 2-5pm, MS 5138.
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 14)
HW #2 (due Friday, January 21)
HW #3 (due Friday, January 28)
HW #4 (due Monday, February 7)
HW #5 (due Monday, February 14)
REMINDER: MIDTERM EXAM on Thursday February 17, 3-4pm.
Practice problems for the midterm
HW #6 (due on: Friday, February 25)
HW #7 (due on: Friday, March 4)
HW #8 (due on: Monday, March 14 or Wednesday, March 16)
(no late homework accepted)
Practice problems for the final