Numerical Methods for Calculus and Differential Equations
MA3457/CS4033 - 2016 B term
Lecture and Homework Schedule




The following lecture schedule is tentative. It is expected that we will follow it rather closely, but there will be minor deviations from time to time.
Note: There may be topics covered in conference that are not listed in the lecture listing below.

Lecture 

Date

Topic

Files/Homework

1

Tu Oct 25

Introduction to MA3457/CS4033
Computer Arithmetic, and Relative Error vs. Absolute Error

 Learn Matlab

MATLAB Lectures.zip

 Conf

We Oct 26

Conference – PIC Math Industrial Case Study Videos

“Building a Better Filter” - Segment I

“Building a Better Filter” – Segment II

Homework 1 due Wed Nov 2nd

2

Th Oct 27

Errors, Condition Number, Error Propagation

 

3

Fr Oct 28

Condition Number, Error Propagation

 

 

 

 

 

4

Mon Oct 31

Taylor Polynomials and Big Oh notation
 

 

5

Tu Nov 1

Interpolation

Interpolation vs Approximation

Demonstration - polygui.m and polyinterp.m

6

We Nov 2

The Lagrange Interpolation Problem -- Lagrange's formulation

Homework 1 due

 

7

Th Nov 3

Proof of Uniqueness of Solution to Lagrange Interpolation Problem.

 

8

Fr Nov 4

Discrepancy between a function and its L. I. Polynomial

Newton's formula for the L. I. Polynomial

 Newton's divided difference, Nested multiplication

Homework 2 due Thurs Nov 10

InterpN.m

.

.

.

 

9

Mo Nov 7

Splines

 

10

Tu Nov 8

Linear, Quadratic and Cubic Splines

SplineAgreement.m

           

 

 

 Conf

We Nov 9

Plotting the Lagrange Interpolating Polynomial: An example  LagIntPoly_gauss.m

 

11

Th Nov 10

Homework 2 due

Cubic Splines

splinetx.m

12

Fr Nov 11

Boundary Conditions for Cubic Splines

Homework 3 due Wed Nov 16

 

.

.

 

 

13

Mo Nov 14

“Best Fit” to data

 

14

Tu Nov 15

Discrete Least Squares

 

15

We Nov 16

Discrete Least Squares Polynomial Fit

Normal Matrices, Ill-conditioning

Homework 3 due

 

 16

Th Nov 17

Loglinear fit

LeastSquares.m

Homework 4 due Wed Nov 30

Conf

Fr Nov 18

Review for Exam 1

 

.

.

 

 

17

Mo Nov 21

Exam 1 covering material up to and including that of lecture #15 (not including Log Linear Fit)

 

18

Tu Nov 22

Continuous Least Squares

 

.

.

 

 

19

Mo Nov 28

Orthogonal Functions

 

20

Tu Nov 29

Numerical Quadrature
Midpoint Rule, Trapezoid Rule, Simpson's Rule, Error Formulae

Section 4.3

Homework 5 due Wed Dec 7

Conf

We Nov 30

Homework 4 due

Estimating Order of Convergence by Using Polynomials

 

21

Th Dec 2

Composite Trapezoid Rule, Composite Simpson's Rule, Error Formulae

Section 4.4
 

22

Fr Dec 2

Estimating Order of Convergence Analytically and Experimentally

 

.

.

 

 

23

Mo Dec 5

Numerical Differentiation

 

24

Tu Dec 6

Deriving numerical schemes for first and second derivatives

 

25

We Dec 7

Homework 5 due

Numerical Methods for ODEs

ODEs and Intro to Euler’s Method

Homework 6 due Wed Dec 14

26

Th Dec 8

 Euler’s Method

Watch in class

 “Creating More Realistic Animation for Movies”

Segment I https://youtu.be/z8wlEsSnpQY

Segment II https://youtu.be/TwHiZvLz1mA first 8 mins

 

27

Fr Dec 9

Midpoint Rule, Modified Euler

 

Euler.m

Trapezoid.m

 

.

.

 

 

28

Mo Dec 12

 Local Truncation Error – Euler, Midpoint, Modified Euler

 

29

Tu Dec 13

Higher Order ODEs, Systems of ODEs, Miscellany

 

 

 

We Dec 14

 Homework 6 due

 

 

Th Dec 15

EXAM II

Exam 2 covering material from  lecture #16 up to and including lecture #29