Math 5620/6865 (Spring 2012)

Class information

Class meets: MTWF 10:45am - 11:35am
Where: MWF: LCB 323, T: JWB 308
Textbook: Burden and Faires, Numerical Analysis, Thomson Brooks/Cole, ninth edition.
Prerequisites: Math 5610 or instructor's permission. Basic Matlab programming.

Contact information

Instructor: Fernando Guevara Vasquez
Office: LCB 212
Office hours: MTW 2pm-3pm or by appointment
Phone number: +1 801-581-7467
Email: fguevara(AT)math.utah.edu
(replace (AT) by @)

Syllabus

The syllabus is available here: syllabus.pdf

Grading

Homeworks 40%, Project 15%, Midterm 15%, Final 30%. Expect between 6 and 8 homeworks during the semester. Projects will be announced in class.

Notes

Class notes are available here: na.pdf. These notes are work in progress, so I will appreciate it if you find typos or mistakes. It also means that they are updated regularly and that it may not be a good idea to print them until we are done with a chapter. The version/date of modification appears in the PDF file.

Reference books

Other useful information

Announcements [RSS]


(Thu, May 10, 2012, 04:14 PM)

Grades.
  • Please check your U-mail account for your grades for this class, the final and projects.
  • Here are histograms for the grades for the class:
    histogram for final (mean = 115.2) histogram for class grades 150 : * 110 : 140 : * 100 : * 130 : ** 90 : ******* 120 : ***** 80 : *** 110 : ** 70 : *** 100 : 60 : 90 : ** 50 : ** 80 : * 70 : *

grade scale:
A 91, A- 85,
B+ 79, B 73, B- 67,
C+ 61, C 55, C- 49,
D+ 43, D 37, D- 31,
E 0

  • Your finals are available for pick up. You can come either tomorrow 9-2pm or some other time (provided you email me the day before so that I can expect you).

(Mon, Apr 23, 2012, 02:46 PM)

Practice Final Solutions.

(Sat, Apr 21, 2012, 01:31 AM)

Practice Final.

(Mon, Apr 9, 2012, 02:34 PM)

Final.
  • The final will be now a take home final. (Several of you asked me to change the exam date).
    • You must work individually and with a 3h limit of time.
    • The final exam will be handed out on Tue 04/24 in class and is due on Wed 04/25 in class, it will not accepted late.
    • You may use your notes and/or the class text book. No computers or calculators are required.
    • There will be a practice final done in class on the Mon 04/23 lecture.
  • The projects will be solely evaluated using your reports, there will be no presentations. The project reports are due on the last day of classes Wed 04/25, but may be accepted until Mon 05/07 at the latest.
  • I have updated the projects.pdf to fix a typo regarding the 2D wave equation project.
  • The notes for finite elements are here: math5620s12_10.pdf. We have covered 1D P1 finite elements, basic error estimates and 2D P1 finite elements.
  • The 1D P1 finite element code is here: rg.m and the 2D P1 finite element code on triangles is here: fem2d.m.

(Thu, Mar 29, 2012, 10:17 PM)

Homework 5.
  • Here are the notes for this week: math5620s12_09.pdf. We finished covering hyperbolic problems and multidimensional problems.
  • Homework 5 is due Fri April 6 and is available here: hw05.pdf.

(Wed, Mar 21, 2012, 03:08 PM)

PDE Notes.
  • Here are the class notes for the week: math5620s12_07.pdf and math5620s12_08.pdf. We finished covering elliptic problems (the Laplace equation), parabolic problems (the heat equation) and the Lax equivalence theorem. We just started with hyperbolic problems (the advection equation).

(Fri, Mar 9, 2012, 09:55 AM)

Projects.
  • Here is a description for the projects: projects.pdf. You have to decide for a project (and email me your choice) before Mon April 02 (but the earlier the better).

(Mon, Mar 5, 2012, 12:23 AM)

Homework 4.

(Fri, Mar 2, 2012, 11:45 PM)

BVP Notes.
  • Here are the notes for Boundary Value Problems (Chapter 11): math5620s12_06.pdf. We are skipping for now the Rayleigh-Ritz method of your book, as it will be covered when we cover Finite Elements.
  • Here are the demos we showed in class for the linear and non-linear shoothing methods: shootingdemo.m and shootingdemo2.m. (clicking the mouse will change the initial condition of the IVP associated with the BVP, requires a vectorized version of rk4.m).

(Wed, Feb 29, 2012, 04:46 PM)

Midterm Grades.
  • Below are histograms of the midterm grades and a partial grade. The partial grade was computed by weighting by 55% the HW average and 45% the midterm grade (over 95).
    midterm 1 partial grades 1 110 : ** 100 : ** 100 : **** 90 : *** 90 : **** 80 : 80 : **** 70 : *** 70 : ** 60 : **** 60 : 50 : 50 : * 40 : * 40 : * 30 : 20 : *

(Wed, Feb 22, 2012, 04:39 PM)

HW1 and HW2 Solutions.
  • Here are the solutions to HW1 (hw01_sol.pdf) and HW2 (hw02_sol.pdf). I had forgotten to post these solutions, my apologies!

(Wed, Feb 22, 2012, 04:00 PM)

Practice Midterm Solutions.

(Tue, Feb 21, 2012, 01:59 PM)

Practice Midterm.
  • Here is a practice midterm: exam1_practice.pdf. It is harder and longer than the actual exam. We will solve this together on Wed.
  • Here is the review sheet for the midterm: exam1_rev.pdf.

(Fri, Feb 10, 2012, 02:41 PM)

Homework 3.
  • Homework 3 is due Fri Feb 17 and is available here: hw03.pdf. No late homework please. You may use the code stubs drvab.m, drvpc.m, ab2.m, ab3.m, ab4.m, ab5.m, a4pc.m. The first two files are drivers and include typical output (which can be double checked with the answers on the back of the book). Note: These functions use Runge-Kutta to prime the multistep methods.Please copy rk4.m (from HW2) in the same directory.

(Wed, Feb 8, 2012, 04:35 PM)

Midterm.
  • The due date for HW2 has been extended to Mon 02/13. HW3 will be posted this Friday and due a week later.
  • The midterm is scheduled for Fri 02/24. Here is a more detailed calendar of the next few lectures
    • F 02/10 – finish 5.10 theorem proof. LTE for multistep methods. HW3 posted (multistep methods)
    • M 02/13 – GTE for multistep methods, systems. HW2 due.
    • T 02/14 – 5.11 – absolute stability.
    • W 02/15 – linear shooting methods.
    • F 02/17 – non-linear shooting methods. HW3 due
    • M 02/20 – no class (President’s day). Practice Midterm Posted.
    • T 02/21 – finite difference methods for BVP
    • W 02/22 – Practice midterm solution
    • F 02/24 – Midterm 1, HW 4 posted

(Wed, Feb 8, 2012, 01:25 AM)

Notes 4 and 5.

(Thu, Feb 2, 2012, 11:45 AM)

Homework 2.

(Tue, Jan 31, 2012, 01:28 PM)

Class Notes 3.
  • Here are the class notes for today: math5620s12_03.pdf. We covered Runge-Kutta-Fehlberg adaptive methods for IVP.
  • I mentioned in class that in order to test your Conjugate Gradient you need to use a symmetric positive definite matrix. Examples of this are available in the class textbook. Or you can generate one in Matlab with the following commands A = randn(n,n); A=A'*A; (which will give a spd matrix with essentially probability 1).

(Mon, Jan 30, 2012, 03:06 PM)

Class Notes 2.
  • The class notes for last week and today are here: math5620s12_02.pdf. We covered numerical methods for initial value problems (IVP), including Euler’s method, higher order Taylor methods and Runge-Kutta methods.

(Tue, Jan 24, 2012, 09:14 AM)

Homework 1.

(Wed, Jan 18, 2012, 04:18 PM)

Iterative Methods.
  • The handwritten notes for iterative methods are here: math5620s12_01.pdf. These notes are from last year, so the numbering in red takes precedence. So far we have covered iterative methods (Jacobi, Gauss-Seidel, SOR, extrapolation and Chebyshev acceleration). We just started with the Conjugate Gradient methood.