Math 523 Course Information
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MATH 523 Numerical Analysis I:
Algorithmic introduction to Scientific Computation
Instructor : Du, Qiang Professor of Mathematics
Office: 238 McAllister, Telephone: 865-3674, email: qdu@math.psu.edu
Homepage: http://www.math.psu.edu/qdu/Tea/M523/
Office hours: TuTh 2:00-3:00pm + appointment Time and Venue: MWF 2:30-3:20pm Room: 216 Thomas
Text:
Lecture notes: available during the semester
Other Reference:
Store & Burlisch
Issacson & Keller
M. Heath
Deuflhard & Hohmann
Cheney & Kincaid
Golub &
Van Loan
Course Outline:
a recipe course
emphasizing only on some popular algorithms used in modern
scientific computation and their implementations, suitable to graduate
students in math as well as other majors of science & engineering
(please also check the official
course description)
LU and QR decompositions, Basic iterative methods, Power methods and QR algorithms
Interpolation, Splines, Least square fitting,
Fourier and wavelet transforms
Random numbers, Monte Carlo Sampling
Simple integration rules, Gaussian quadratures, Monte Carlo methods
Newton, Quasi-Newton, Line search, Simulated annealing
Euler, Verlet, Runge-Kutta, Stiff solver,
Finite Difference Marching methods for evolution equations
Finite Element for Variation Problems
Prerequisite:
calculus, linear algebra and elementary differential equations
Assessment:
course assessment consists of the following:
Homeworks: assigned bi-weekly, (computer projects will be included)
Exam: an in-class open-book exam and 1 take-home final project
Final grade = 20%class performance
+40%homework
+20%in class exam
+20%final project
