Math852 - Numerical Analysis II
Spring, 2018
Professor: Jianliang Qian
Office: C306 Wells Hall
Phone: (517)353-6334
Email: qian@math.msu.edu
Lectures: MWF 3:00PM-3:50PM
Location: A222 WH
Office Hours: MWF 2pm-3pm and by appointment
Course Website: http://www.math.msu.edu/~qian/852.18s/index852.html
Description and Contents
This course will develop computer methods for ordinary differential equations and differential-algebraic equations.
We will cover numerical methods for initial value problems and boundary value problems of ordinary differential equations as well as differential algebraic equations. The emphasis will be on algorithms, analysis, and efficient implementations.
Required Textbook
- Uri M Ascher and Linda R. Petzold, Computer Methods for Ordinary Differential Equations and Differential-Algebraic Equations. SIAM, 1998.
Recommended Textbook
- Ernst Hairer and Syvert P. Nørsett and Gerhard Wanner, Solving Ordinary Differential Equations I, Nonstiff Problems. Springer, 1991.
- Ernst Hairer and Gerhard Wanner, Solving Ordinary Differential Equations II, Stiff and Differential-Algebraic Problems. Springer, 1991.
Homework and Projects
- This will be a computationally intensive course, including programming and written assignments.
- The computational problems will utilize MATLAB, but other languages (Fortran, C, C++, etc) are acceptable as well.
- Homework due in class. No late homework accepted.
Exams
- Final Exam: Wednesday, May 2, 2018, 5:45pm - 7:45pm in A222 Wells Hall.
Grading based on
- Class participation (10%), assignments (50%), final project (20%), final exam (20%).
- 4.0: 90% - 100%; 3.5: 80% - 89%; 3.0: 70% - 79%; 2.5: 60% - 69%; 2.0: less than 60%.
Assignment
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