Math 472 Course Information

Fall 2005

• Time and Location (Lecture): 1:50--3:05 MW, Room E1 242
• Instructor: Greg Fasshauer
• Text book: Iserles: A First Course in the Numerical Analysis of Differential Equations
• Topics covered:
• Mathematical background
• Euler's method, trapezoidal rule, theta method
• Multistep methods
• Runge-Kutta methods
• Stiff equations
• Error control
• Nonlinear algebraic systems
• Finite difference methods and finite element methods for Poisson's equation, and various linear system solvers
• Time-dependent partial differential equations
• Additional Text: Trefethen: Finite Difference and Spectral Methods for Ordinary and Partial Differential Equations, unpublished text, 1996, available at http://web.comlab.ox.ac.uk/oucl/work/nick.trefethen/pdetext.html
• Office: 208A E1
• Phone: 567-3149
• Email: fasshauer@iit.edu
• WWW: http://math.iit.edu/~fass/
• Office hours: MW: 11:00--12:30, also by appointment
• Grading:
  • Homework: 20%
  • Computer Assignments: 20%
  • Midterm 30%
  • Final 30%
• Midterm (tentative date): Wednesday, Oct.12
• Final: Due Thursday, Dec.15, 12:30pm
  

Many of the in-class demonstrations will be done with Maple worksheets, and it is recommended that you use Maple to view these files that can be downloaded from here. Homework will consist of written (theoretical) problems as well as programming exercises to be assigned on a regular basis (every week or two). The computer exercises are to be solved using Matlab. All homework is to be done individually. The midterm exam is tentatively scheduled as listed above. The final will be a comprehensive take-home exam. Make-ups for tests will be given only when authorized in advance by the instructor. Only 90% of the make-up score will count. Late homework will not be accepted.