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MATH 270C Numerical Ordinary Differential Equations
MWF 4:00-4:50pm, APM 2402.
Instructor
Teaching Assistant
- Adam Mihalik
Office: APM 5768
Email: amihalik AT math DOT ucsd DOT edu
Office Hours: Th 2:30-3:30pm, and by appointment
Announcements
- The midterm will be held on Wednesday, May 9, in class, from
4:00pm-4:50pm, it will cover Chapter 11.1-11.8 of Quarteroni, which
corresponds to the material in Homeworks 1-4.
- Course
Handout
- Course Notes
- Homework 1, assigned Apr 9,
2012, due April 16, 2012.
- Homework 2, assigned Apr 13,
2012, due April 23, 2012.
- Homework 3, assigned Apr 23,
2012, due April 30, 2012.
- Homework 4, assigned Apr 30,
2012, due May 7, 2012.
- The resources below are password protected with the user name ma270c,
and the password is the first 4 digits of:
.
Course Description
- This course will focus on the mathematical analysis and derivation of
numerical methods for the solution of ordinary differential equations.
Issues include order of accuracy, convergence, stability. We will discuss
this in the context of numerical methods for initial value problems and
boundary value problems.
Prerequisites
- MATH 270B or consent of instructor. Programming experience in any
language, e.g., C/C++, FORTRAN, MATLAB.
Textbook
- Numerical Mathematics, Alfio Quateroni, Riccardo Sacco, and Fausto
Saleri, Springer Texts in Applied Mathematics, Volume 37.
[ Electronic Version ]
Additional Reading
These additional references address advanced topics in the numerical
analysis of differential equations.
-
A
First Course in the Numerical Analysis of Differential Equations, 2nd
Edition,
Cambridge Texts in Applied Mathematics
Arieh Iserles, Cambridge University Press, 2009. ISBN: 9780521734905
[ Electronic version of First edition | Geometric Integration Chapter ]
- Numerical
Methods for Ordinary Differential Equations, 2nd
Edition
John Butcher. John-Wiley, 2008. ISBN: 0470723351
[ Electronic Version ]
- Solving
Ordinary Differential Equations I: Nonstiff
Problems, 2nd Revised Edition
Hairer, Norsett, Wanner. Springer-Verlag 2010. ISBN: 3642051634
[ Electronic Version ]
- Solving
Ordinary Differential Equations II: Stiff and
Differential-Algebraic Equations, 2nd Revised Edition
Hairer, Wanner. Springer-Verlag 2010. ISBN: 9783642052200
[ Electronic Version ]
- Geometric
Numerical Integration, 2nd Edition, Springer Series in Computational
Mathematics
Hairer, Lubich, Wanner. Springer-Verlag, 2006. ISBN:
3540306633
[ Electronic Version ]
- Simulating
Hamiltonian Dynamics, Cambridge Monographs on Applied and
Computational Mathematics
Leimkuhler, Reich, Cambridge University Press, 2005. ISBN: 0521772907
[ Electronic Version ]
Grading
- Your grade in the course is based on homework (25%), a midterm exam
(25%), and a final exam (50%).