Math 4066 - Numerical Differential Equations
Syllabus
Instructor: Xiaoliang Wan Lecture: TTH 10:30-11:50am, 206 Williams Hall Office Hours: MW 10:00-11:30pm Course Description: In this course, we will
discuss the numerical integration of ordinay differential equations. We will introduce
the construction of several typical numerical schemes, including Euler's method,
Taylor series method, Rungue-Kutta method, and multistep method. Meanwhile, we
will develop the mathmematical understanding on some key concepts such as stability,
consistency and convergence. We also briefly address some specific issues such as
adaptive selection of step size, and the numerical integration of stiff problems.
Grade: Your final grade will be based on your
performance on homework and exams: Homework (40%), Midterm (30%) and Final
exam (30%). You are encouraged to discuss with others about your homework.
However, you must prepare you own solutions. Homework is due in class roughly
every Thursday. No late homework is accepted.
Homework
HW 1: Exercise 1.3, 1.4, 1.5, 2.2, 2.3, 2.4 [Due on 02/02/2024] HW 2: Exercise 2.7, 2.8, 2.9, 2.10, 2.13, 2.14 [Due on 02/08/2024] HW 3: Exercise 3.1, 3.2, 3.4, 3.7, 3.10, 3.11 [Due on 02/16/2024] HW 4: Exercise 4.1, 4.2, 4.3, 4.6, 4.8, 4.9 [Due on 03/05/2024] HW 5: Exercise 6.1, 6.4, 6.6, 6.7, 6.8, 6.9 [Due on 03/29/2024] HW 6: Exercise 6.15, 6.19, 6.23, 6.25, 6.28 [Due on 04/08/2024] HW 7: Exercise 7.1, 7.3, 7.4, 7.5, 7.6, 7.7 [Due on 04/17/2024] HW 8: Exercise 7.8, 7.9, 7.12, 7.13 [Due on 05/02/2024]
| Instructor: | Xiaoliang Wan |
| Lecture: | TTH 10:30-11:50am, 206 Williams Hall |
| Office Hours: | MW 10:00-11:30pm |
| Course Description: | In this course, we will discuss the numerical integration of ordinay differential equations. We will introduce the construction of several typical numerical schemes, including Euler's method, Taylor series method, Rungue-Kutta method, and multistep method. Meanwhile, we will develop the mathmematical understanding on some key concepts such as stability, consistency and convergence. We also briefly address some specific issues such as adaptive selection of step size, and the numerical integration of stiff problems. |
| Grade: | Your final grade will be based on your performance on homework and exams: Homework (40%), Midterm (30%) and Final exam (30%). You are encouraged to discuss with others about your homework. However, you must prepare you own solutions. Homework is due in class roughly every Thursday. No late homework is accepted. |
| HW 1: | Exercise 1.3, 1.4, 1.5, 2.2, 2.3, 2.4 [Due on 02/02/2024] |
| HW 2: | Exercise 2.7, 2.8, 2.9, 2.10, 2.13, 2.14 [Due on 02/08/2024] |
| HW 3: | Exercise 3.1, 3.2, 3.4, 3.7, 3.10, 3.11 [Due on 02/16/2024] |
| HW 4: | Exercise 4.1, 4.2, 4.3, 4.6, 4.8, 4.9 [Due on 03/05/2024] |
| HW 5: | Exercise 6.1, 6.4, 6.6, 6.7, 6.8, 6.9 [Due on 03/29/2024] |
| HW 6: | Exercise 6.15, 6.19, 6.23, 6.25, 6.28 [Due on 04/08/2024] |
| HW 7: | Exercise 7.1, 7.3, 7.4, 7.5, 7.6, 7.7 [Due on 04/17/2024] |
| HW 8: | Exercise 7.8, 7.9, 7.12, 7.13 [Due on 05/02/2024] |