Instructor:      Elena Cherkaev
Office:      LCB 203   Phone:     581-7315
e-mail:      elena@math.utah.edu

Text:
Numerical Methods by J. Douglas Faires, Richard Burden, Brooks/Cole Pub Co. The book is accompanied by the disk that contains programs in C, FORTRAN, and Pascal, and worksheets in Maple, and MATLAB for each method discussed.

Additional book for reference is:   Numerical Mathematics by A. Quarteroni, R. Sacco, and F. Saleri, Springer (Texts in Applied Mathematics, Vol. 37), 2000.   MATLAB programs of the book (file programs.tar.gz) can be downloaded from http://www1.mate.polimi.it/ calnum/programs.html

Course Outline
January: Linear systems and eigenvalues
Faires & Burden: Chapters 6, 7, 9
Quarteroni: Chapters 3, 4, 5

February: Non-linear equations and systems
Faires & Burden: Chapters 2, 10
Quarteroni: Chapters 6, 7

March: Interpolation and Approximation
Faires & Burden: Chapters 3, 8
Quarteroni: Chapters 8, 10
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Spring break: Monday, March 15 - Friday, March 19
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March: Numerical differentiation and integration
Faires & Burden: Chapter 4
Quarteroni: Chapters 8, 10.10

April: ODEs, Initial value and boundary value problems
Faires & Burden: Chapters 5, 11
Quarteroni: Chapters 11, 12

April: Numerical methods for PDEs, finite difference and finite element methods
Faires & Burden: Chapter 12
Quarteroni: Chapter 13
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Final take home exam is due Monday, May 3. Final can be substituted with a project. If you want to use this option, please discuss the project with me no later than the first week of April.

Homeworks will be assigned for each section we discuss. For the homeworks you will need to write short programs using your favorite computer language or system - Maple, Matlab, Mathematica, Fortran, or C. The textbook has examples in Maple that can be used as prototypes. If you have never computed before, this is a good opportunity to start. However, if you really do not like to write computer codes, you can circumvent this step using programs from the disk in the book; in this case, detailed description of the algorithm is required.

Class grade is based on handed in homeworks and final test (or completed project).