**Course Description**

Numerical differentiation and integration. Ordinary differential equations and their numerical solution. Basic existence and stability theory. Difference equations. Boundary value problems.

**Prerequisites**

Calculus, linear algebra, and basic knowledge of programming. It will be very helpful if students have taken at least one of Math 20D, 130A, 130B, 170A, and 170B.

**Textbook**

Timothy Sauer, *Numerical Analysis*, Pearson, 2006.

Note: We will only cover parts of Chapters 5, 6, and 7.

**Recommended book**

Eugene Isaacson and Herbert Bishop Keller, *Analysis of Numerical Methods*.

Note: We will occasionally include materials from Chapters 6, 7, and 8.

**Software**

MATLAB is the official mathematical software and programming tool of the class.

**MWF 1:00pm-1:50pm**, HSS 1315

**Instructor**

Dr. Gantumur Tsogtgerel

Office: AP&M 5151. Phone: 858-534-3992. Email: gantumur -at -math.ucsd.edu.

Office hours: **M 2pm-5pm**, or by appointment.

**Discussion Section**

**W 7:00pm-7:50pm**, CENTR 217

**Teaching Assistant**

Hieu Nguyen

Office: AP&M 6422. Phone: 858-534-9067. Email: htn005 -at- math.ucsd.edu.

Office hours: **Tu 2pm-3pm, Th 3:30pm-4:30pm**

Both analytical and computational. Assigned and graded every week *except* the first and the midterm weeks. The homeworks should be turned in **before** or **right after** the lecture on Friday.

*No late homework will be accepted except with an approved reasonable excuse (such as hospitalization, a family emergency, and a major religious activity) is provided.**For computational problems, print out and submit the code that you modified or created (usually the m-file) and the main result (e.g., in command window) only.*

**Exams**

There will be one midterm exam which is close-book and close-note, and a final exam which is open-book and open-note. The final exam will be cumulative.

Midterm exam: Friday **May 11**

Final exam: **11:30am-2:29pm**, Friday **June 15**

*Neither rescheduled nor make-up exams will be allowed unless a written verification of a valid excuse (such as hospitalization, family emergency, religious observance, court appearance, etc.) is provided.*

**Grading**

The final course grade will be determined based on the exams and homework with the following weights: analytic homework + 15%, computer homework + 15%, midterm exam + 25%, and the final exam + 45%.