MTH
452-
552
: NUMERICAL ODEs - Winter 2018
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Instructor:
Malgorzata Peszynska
(Contact information including office hours is on Instructor's website.) See also
instructor's department website.
Class: MWF 10:00-10:50 STAG 110. Grader:
Will Mayfield.
Course content:
Numerical ODEs is concerned with algorithms for accurate and
stable approximations to the solutions of differential equations,
and their analysis. We will consider initial value problems (IVPs;
Chapters 5-8 of text) and boundary value problems (BVPs; Chapters
1-2). Students will study theory of numerical schemes, implement
their own code in MATLAB, use templates provided, and experiment
with some of the applications.
Textbook and resources:
Finite Difference Methods for Ordinary and Partial Differential Equations, Steady State and Time Dependent Problems
by Randall J. LeVeque,
SIAM, 2007. Paperback: ISBN 978-0-898716-29-0.
See also Exercises and m-files to accompany the book.
MATLAB will be used for implementation of algorithms. If you
need a refresher, search, e.g., for "matlab tutorial free". See also
my old worksheet lab.txt.
Prerequisites:
Students will be expected to know the material on IVP from what is covered in
MTH 256,
and linear algebra in
MTH
306
or MTH
341.
Exams: There will be two exams: a midterm (in class, Friday Feb 2), and a Final Exam, March 20, 18:00-19:50pm. Each exam will count as 30% of the grade.
Homework will count as 40% of the grade, with the lowest
score dropped. It will be assigned weekly; see schedule and required
format at Assignments page). The HW
will be collected in class. Additional practice problems will be
recommended but not graded.
Extra credit projects will be posted
on Assignments page for those
interested in developing further skills. Up to 5% of the grade can
come from extra credit projects. Additional extra credit up to 5% will
come from pop quizzes that will be given occasionally. No make-up
quizzes will be given.
Course Learning Outcomes:
A successful student who completed MTH 452 will be able to
- Follow and reproduce the analysis of, and implement basic finite difference schemes
for IVPs for ordinary differential equations
- Determine stability and accuracy of an algorithm theoretically and experimentally
- Propose an appropriate method for an IVP and BVP for a given application
A successful student who completed MTH 552 will be able to
- Analyse and implement basic and intermediate finite difference schemes
for IVPs for ordinary differential equations
- Determine stability and accuracy of an algorithm theoretically and experimentally
- Propose an appropriate method for an IVP and BVP for a given application
Statement Regarding Students with Disabilities:
Accommodations for students with disabilities are determined and
approved by Disability Access Services (DAS). If you, as a student,
believe you are eligible for accommodations but have not obtained
approval please contact DAS immediately at 541-737-4098 or at
http://ds.oregonstate.edu. DAS notifies students and faculty members
of approved academic accommodations and coordinates implementation
of those accommodations. While not required, students and faculty
members are encouraged to discuss details of the implementation of
individual accommodations. The DAS Statement is posted online at:
ds.oregonstate.edu/faculty-advisors (4/14/16).
Link to Statement of Expectations for Student Conduct, i.e., cheating policies
http://oregonstate.edu/studentconduct/offenses-0
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