Numerical differentiation and integration. Ordinary differential equations and their numerical solution. Basic existence and stability theory. Difference equations. Boundary value problems.
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.
Timothy Sauer, Numerical Analysis, Pearson, 2006.
Note: We will only cover parts of Chapters 5, 6, and 7.
Eugene Isaacson and Herbert Bishop Keller, Analysis of Numerical Methods.
Note: We will occasionally include materials from Chapters 6, 7, and 8.
MATLAB is the official mathematical software and programming tool of the class.
MWF 1:00pm-1:50pm, HSS 1315
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.
W 7:00pm-7:50pm, CENTR 217
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.
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.
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%.