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]

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]

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.

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
  • MATLAB Documentation (thanks to Prof. C. Anderson, UCLA)
  • Class Web Page:
  • 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
    Review and practice problems for the midterm PracticeMidterm.pdf HW5_Notes.pdf