## 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]math.ucla.edu

**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]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"* (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.

**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.

**Course Requisites:** courses Math 115A, 151A, 151B, or
equivalent.

**Useful Links:**
PIC Lab: Boelter Hall 2817 and
Mathematical Sciences 2000

http://www.pic.ucla.edu/piclab/
MATLAB Documentation (thanks to Prof. C. Anderson, UCLA)
Class Web Page: http://www.math.ucla.edu/~lvese/269b.1.17w/
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 **

__
PracticeFinal.pdf__

**Review and practice problems for the midterm**
__
PracticeMidterm.pdf__
__
HW5_Notes.pdf__