Math104A Introduction to Numerical Analysis

http://www.math.ucsb.edu/~hdc/teaching/Math104A

Announcement: No lecture on Oct 15. No office hours on Oct 13 and Oct 15.

Class:
TR 9:30-10:45 a.m. 387 101.

Instructor:
Prof. Hector D. Ceniceros. SH 6710, Email: hdc@math.ucsb.edu, phone: 893-3462 . Office Hours: TR 10:45-Noon.

TA:
Daniel Salazar 
Office hours Thursday 2-3pm and Mathlab hours Thursday 5-7pm.

Course description:
This is an introductory course on numerical methods for the following problems: finding zeros of functions in one variable, i.e. obtaining approximate solutions to certain equations of the form f(x)=0. Interpolation and extrapolation: constructing a smooth curve (a polynomial or a spline) that connects a set of data points. Numerical differentiation and integration, and approximate solutions of initial value problems of ordinary differential equations. We will analyze how, why, and when the numerical methods work and provide error bounds for their approximations.

Textbook:
Numerical Analysis by R. L. Burden and J. D. Faires. Brooks/Cole Publishing Company, 8th edition. We will cover (partially or completely ) Chapters 1-5. 

Prerequisites:
Math 5 A, B, and C or equivalent. Knowledge of a computer language suitable for numerical computing. Matlab is recommended but FORTRAN, C or C++ can also be used. Octave is also a freeware alternative to Matlab. For matlab tutorial see this link.

Homework assignments:
Homework will be assigned every week and is due a week after at the beginning of the lecture or as instructed.  Some homeworks will include programming assignments. Please no late homework.

Grade:
Homework 30%. Midterm 30 % (October 27,  9:30-10:45am). Final 40 % (December 9, Wednesday, 8-11 am). There will be no make-up exams.

Homework 1 (Due Oct 8)

1. Read the list (compiled by Prof. Doug Arnold) of disaters due to inaccurate numerical computing and write a summary of each disaster.
2. Section 1.2: do problems 1,3, 4.
3. Section 2.1: Implement (i.e write a computer code) of the Bisection Method (Algorithm 2.1) and use the code to do problems 4, 7 , 14 .
   Hand in your code as well as the results from the runs from which you got the solution to the problems. Present your work in a clear and organized manner.

Homework 2 (Due Oct 22)

Section 2.3  Implement Newton's method (Algorithm 2.3) and use it to do problem 6. Do also problem 15. Turn in both the code and a printout of your results.
Section 2.4: Do problems 6, 7, 9, and 10.

Practice Midterm

Homework 3 (Due Nov 12)
Section 3.2  Do problems 1, 10, 11, 16, and 17.
Section 3.4: Do problems 1 and 2. Write an appropriate a code (Algorithm 3.4) to do problem 31.

Solutions to the Midterm

Homework 4 (Due Nov 19)
Section 4.1  Do problems 1, 2 , 21.
Section 4.2  Do problems 1, 5, 8.
Section 4.3  Do problems 2, 4, 6, 8, 13, 16.
Section 4.4  Do problem 8 (You need to write a code and turn it in together with a printout of the results for this problem)

Homework 5 (Due Dec 3)
Section 4.5  Do problems (write code) 2, 6, 7.
Section 5.1  Do problem 1
Section 5.2  Implement Euler's method to do prob. 10
Section 5.4. Implement RK 4 to do prob. 15

Practice Final Problems