Barbara Zubik-Kowal's homepage

    MATH 566 - Numerical Analysis II

    Spring 2011

    TuTh 9:15-10:30am, MG 124

    Final Exam: Thursday, May 12, 8:00-10:00am.

    Instructor: Barbara Zubik-Kowal

    Office: MG 241 B, Phone: 426-2802

    Office Hours: Monday, Wednesday, Friday, 11:40am-12:30pm

    Textbook: "A First Course in the Numerical Analysis of Differential Equations", Arieh Iserles, Cambridge University Press 2009.


    • Euler's method and beyond.
    • Multistep methods.
    • Runge-Kutta methods.
    • Stiff equations.
    • Geometric numerical integration.
    • Error control.
    • Nonlinear algebraic systems.
    • Finite difference schemes.
    • The finite element method.
    • Spectral methods.
    • Gaussian elimination for sparse linear equations.
    • Classical iterative methods for sparse linear equations.
    • Multigrid techniques.
    • Conjugate gradients.
    • Fast Poisson solvers.
    • The diffusion equation.
    • Hyperbolic equations.
    • Programming assignments.

    • No make up possible: In-class work, Tests, Lab assignments, Homework, Final Exam
      In-class work: these problems will be solved in class. This work will be based on the instructor's help during classes. Students will follow instructions, which lead to the solutions of these problems. In-class work will be collected at the end of each class meeting and will be graded.
      Homework problems solved by using the strategies learned from the in-class work. Deadlines of homework assignments are listed here.
      Test 1: Thursday, 02/17/2011
      Test 2: Thursday, 03/17/2011
      Test 3: Thursday, 04/21/2011
      It will have both a take-home project and in-class components. Test problems will be based on the problems from in-class work and homework.
      Final Exam: May 12, 2011, 8:00-10:00 am Take-home project due on the time of the final.

      Grading Policy
      In-class work 25 %
      Homework 25 %
      Tests, Lab assignments 25 %
      Final Exam 25 %
      Total 100 %
      A+: 97% and above; A: 93%-97%; A-: 90%-93%; B+: 87%-90%; B: 83%-87%; B-: 80%-83%; C+: 77%-80%; C: 73%-77%; C-: 70%-73%; D+: 67%-70%; D: 63%-67%; D-: 60%-63%; F: below 60%.