MATH 4513, Fall 2014    Numerical Mathematics: Analysis

• Final Exam time and place

  • Time: Dec. 10, 2014 (Wednesday). 2:00-3:50 PM.
  • Place: MSCS 514 (usual class meeting place).
  • More information about final schedule is here.

• Course description:

  Prerequisites: Prerequisite(s): 2233, 3013, knowledge of programming or consent of instructor. Machine computing, algorithms, and analysis of errors applied to interpolation and approximation of functions solving equations and systems of equations, discrete variable methods for integrals and differential equations. (Same course as CS 4513) (syllabus)

  See Syllabus Attachment for university-wide rules regarding dropping a course, academic integrity, free tutoring, and office of student disability services.

• Instructor: Yanqiu Wang

  • Office:  441 MATH   (405-744-5698)
  • Office Hour:   MF 10:30 – 11:30 am, or by appointment.
  • Email:  yqwang  (AT)   math.okstate.edu

• Textbook:

  • Numerical Analysis, R.L. Burden and J.D. Faires, 9th ed.

• Supplementary readings:

  • Numerical analysis: mathematics of scientific computing, D.R. Kincaid and E.W. Cheney.
  • Applied Numerical Analysis, C.F. Gerald and P.O. Wheatley.
  • Theory and Applications of Numerical Analysis, G.M. Phillips and P.J. Taylor.
  • Numerical Methods with Matlab, G. Recktenwald. Author's webpage of this book
  • Numerical computing with Matlab, C. Moler. Freely available.

• Classroom and time:

  Sec	Classroom	Time
  001	MWF 1:30-2:20pm	MSCS 514

• Grading Policy:

  • Homework assignments (5*20 points);
  • Mid-term exam (100 points);
  • Final Exam, comprehensive (150 points);
  • The Total is 350 points: A (>=90%), B (>=80%), C (>=70%), D (>=60%).

• Make-up Policy:

  • Make-ups for exams will only be allowed for an authorized absence under University Regulations. Normally a written note is required. Student should contact the instructor to schedule a make-up by the end of the next working day after the missed exam.
  • There is NO make-up for homework assignments. You sacrifice 5 points per day for each late homework assignment.

Homework

• Homework 1, due 9/19/2014.
• Homework 2, due 10/3/2014.
• Homework 3, due 10/22/2014.
• Homework 4, due 11/10/2014.
• Homework 5, due 12/5/2014.

Exams

Demos

• Introduction and Review of Calculus
• 0.1 in double precision
• How to change directory under Octave? For example, the script "myprogram.m" file is saved under "C:\Documents and Settings\myusername\My Documents\myprogram.m", you need to change the current working directory under Octave in order to run the script. Type

  chdir('C:\Documents and Settings\myusername\My Documents')

  Then you can type the filename in Octave to run the script:

  myprogram

  For Linux and Mac users, the commend is similar. You only need to type the correct path to the directory in the command 'chdir'.
• An unstable example
• Convergence rate of different methods approximating Pi. Also try this.
• Matlab examples. To solve cos(x)-x = 0, we can use the bisection method, the fixed point iteration, or the Newton's method.
• Examples of Lagrange polynomials.
• Matlab demo of Newton's forward difference
• Solving Prob 2 in Homework 3 by Newton's forward difference and Natural cubic spline
• Gaussian quadrature
• Euler's method
• Matlab ode45 demos

Links

• Wikipedia's explanation of round-off error.
• Some disasters attributable to bad numerical computing written by Douglas N. Arnold.
• You need Adobe Reader to open some of the above links.
• If you do not have access to Matlab, try Octave
• You can also use online Octave provided by Verbosus. In this case, you do not need to download and install Octave on your own computer.