Math 174 Numerical Methods in Science and Engineering Fall 2004 ___________________________________________________________________________________

Announcements

12.17.04
I have corrected many of the errors in the course notes that I discovered this quarter. The corrected version is available here as a pdf file.
12.03.04
I have thrown together a prep sheet for the final exam. it is available as a postscript or pdf file. This prep sheet covers only material since the last exam. The final, however, will be comprehensive.
12.02.04
The final is Thursday, December 6 at 3:00pm. I will try to get some form or a review sheet here soon. The TA has agreed to have a review session on Sunday, 5pm-7pm in the Calculus Lab in AP&M 2402.
11.15.04
The second midterm exam is on Friday, November 19. Please bring a blue book or some blank paper for the exam. I have thrown together a prep sheet for the exam. it is available as a postscript or pdf file.
11.08.04
The TA, Jeff, has posted solutions to the first exam.
10.25.04
The first exam is available as a postscript or pdf file.
10.22.04
Reminder: I will have office hours at the regular time on Monday. I may also be available between 3 and 4.
10.20.04
The first midterm exam is on Monday, October 25. Please bring a blue book or some blank paper for the exam. I have thrown together a prep sheet for the exam. it is available as a postscript or pdf file.
10.19.04
The first quiz is available here as a postscript or pdf file.
10.05.04
Some corrections: for homework exercise 2.1, there are some differences in what Matlab will accept and what octave will accept. If you are having problems, you should try the following:
(b) a = 2;
    b = 5;
    x = a + (b-a) .* (0:40) ./ 40;
(c) x = a + (b-a) .* (0:40) ./ 40;
    y = sin(x);
    plot(x,y);
Matlab pukes if you try the .+ listed in the notes.

For exercise 1.12, your expression may not be subtraction-free. Alternatively, you can find a Big-O(x5) approximation.

09.08.04
You can get the syllabus as a postscript or pdf file.
09.08.04
You can get the course notes as a pdf file.
___________________________________________________________________________________

Instructor:Steven E. Pav
Phone:858 534 2126 (4-2126)
Email:spav@math.ucsd.edu
Office:5763 Applied Physics & Mathematics Building (APM)
Office Hours:M 2:10p-3:00p, Tu 2:00p-3:00p, or by appointment
Meeting Times:MWF 4:00p-4:50p
Room:1315 Humanities and Social Sciences Building (HSS)
Textbook:Numerical Methods Course Notes, UCSD M174. Available online from the course webpage or at Soft Reserves.
Prerequisites:Math 21D and 20F
Course Webpage: http://scicomp.ucsd.edu/~spav/class/2004F-M174/
Final Exam:Thursday December 9, 3:00p-6:00p
Note:Discussion Session meets Wednesdays 7:00pm-7:50pm, 1315 HSS.

___________________________________________________________________________________

Catalog Description. 174. Numerical Methods in Science and Engineering (4) Floating point arithmetic, linear equations, interpolation, integration, differential equations, nonlinear equations, optimization, least squares. Students may not receive credit for both Math. 174 and Physics 105 or MAE 153 or 154. Students may not receive credit for Math. 174 if Math. 170 A,B, or C has already been taken. Prerequisites: Math. 21D (2DA) and Math. 20F (2EA).

Course Description. This course serves as an introduction to applied numerical mathematics. Numerical analysis, roughly speaking, is concerned with finding approximate numerical solutions to problems for which we lack sufficient data or have no analytic solution: for example, we will explore methods of finding approximate roots of functions for which we have no closed form solution; we will examine algorithms which approximate the integral of a “black box” function; we will use iterative solvers to find the approximate solutions to linear systems; we will use the method of least squares to find the “best” function to approximate a set of data points.

Grading Policy. Grading will be based upon performance in eight homeworks, three quizzes, two single hour exams and a comprehensive final. The final quarter grade is subdivided as follows: Homework: 15%,Quizzes: 15%; Exams: 35%; Final: 35%.

Homeworks will be collected in the discussion section. The TA has discretion regarding accepting homework by proxy or via his/her mailbox. It is my expectation that the TA will cover homework during the discussion section, allowing students to make some changes to their homework before submitting same. It is also my expectation that the TA will not accept late homework. Students are encouraged to work together on homeworks (but prohibited from doing so on quizzes and exams). However, each student must hand in their own homework, with their own name. Moreover, students should list on their homework who they worked with.

Quizzes will be administered in the discussion section; the material on the quizzes will be similar to that of the assigned homeworks. The purpose of the quizzes is not to make you miserable, rather to make you review the material between the exams. The first quiz will be returned before the cutoff date for ‘drop without a W,’ i.e., the end of the fourth week.

The midterm exams will be administered in class, on Monday, October 25, and Friday, November 19. The final is Thursday, December 6 at 3:00pm. If you have known conflicts with any of these exams, you must alert me of this before Friday October 1. Legitimate, documented excuses for missing an exam will be dealt with individually.

The two midterm exams account for 35% of the final grade. Your better score of the two midterms will be worth 20% of your grade, while your lesser score will be worth 15%. This is supposed to skew scores upwards, and decrease the effects of a “bad day.”

Final scores will be converted into letter grades as follows:



Final ScoreFinal Grade


at least 90%A- or better


at least 80%B- or better


at least 70%C- or better


at least 60% D or better


These grade “promises” are guaranteed, but note that the “or better” might be much better, depending on certain factors: if the exams are too difficult, or the grading too harsh, etc. Thus, for example, the cutoff for a C- might be as low as 65%, say.

Students are expected to adhere to the University’s policy on academic integrity.

Course Schedule. The lecture schedule is tentative, but the homework and exam schedules are exact. Section numbers refer to the course notes.







week 0 F Sep 24

Syllabus & Taylor’s Theorem §1.1







M Sep 27

Subtractive cancellation, Linear Algebra Review §1.2,1.3

W Sep 29

Introduction to octave/Matlab §2.1-2.4

week 1W Sep 29 (disc.)

octave/Matlab demo?

F Oct 01

Linear Equations §3.1







M Oct 04

Linear Equations §3.1,3.2

W Oct 06

Linear Equations §3.2,3.3

week 2W Oct 06 (disc.)

HW 1 : §1 # 1,2,4,5,8,9,11,12,13,14
§2 # 1,2,3,4

F Oct 08

Linear Equations §3.4







M Oct 11

Linear Equations §3.4

W Oct 13

Rootfinding §4.1

week 3W Oct 13 (disc.)

HW 2 : §1 # 15,16,17,19,21,22,23
§3 # 1,2,4,5,7
quiz 1 covering §1.1-1.3,3.1-3.4

F Oct 15

Rootfinding §4.2







M Oct 18

Rootfinding §4.3

W Oct 20

Interpolation §5.1

week 4W Oct 20 (disc.)

HW 3 : §3 # 8
§4 # 1,2,3,4,6,7

F Oct 22

Interpolation §5.2







M Oct 25

exam 1 covering §1.1-1.3,3.1-3.4,4.1-4.3

W Oct 27

Spline Interpolation §6.1, 6.2

week 5W Oct 27 (disc.)

HW 4 : §4 # 8
§5 # 1,2,3,4,5,6,7,8,10

F Oct 29

Spline Interpolation §6.3







M Nov 01

Derivatives §7.1

W Nov 03

Derivatives §7.2

week 6W Nov 03 (disc.)

HW 5 : §5 # 11
§6 1,2,3,4,5,6,7,8
§7 # 1,2,3

F Nov 05

Quadrature §8.1







M Nov 08

Quadrature §8.2

W Nov 10

Quadrature §8.3

week 7W Nov 10 (disc.)

HW 6 : §7 # 4,5,6
§8 # 1,2,3,4,5
quiz 2 covering §5.1,5.2,6.1-6.3,7.1,7.2,8.1

F Nov 12

Quadrature §8.4







M Nov 15

Least Squares §9.1

W Nov 17

Least Squares §9.2

week 8W Nov 17 (disc.)

HW 7 : §8 # 6,7,9,10
§9 # 1,2,3,4,5

F Nov 19

exam 2 covering §5.1,5.2,6.1-6.3,7.1,7.2,8.1-8.4







M Nov 22

ODEs §10.1

W Nov 24

ODEs §10.1,10.2

week 9W Nov 24 (disc.)

F Nov 26

Thanksgiving-No Meeting







M Nov 29

ODEs §10.3

W Dec 01

ODEs §10.3

week 10W Dec 01 (disc.)

HW 8 : §9 # 6
§10 # 1,2,3,4,5,6
quiz 3 covering §9.1,9.2,10.1-10.2

F Dec 03

final exam review







finals Th Dec 9

Comprehensive Final Exam. 3:00p-6:00p