Math 404
Numerical Methods

Professor Wickerhauser

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Syllabus

Topics. Calculus of finite differences. Interpolation. Numeric integration. Optimization. Systems of algebraic equations. Systems of ordinary differential equations. Various subroutine packages are introduced and used. Access to a personal computer is helpful, though not essential. Useful as preparation for one of the actuarial exams.

Prerequisites. Math 217, Math 309, and familiarity with some computer programming language.

Time. Classes meet Tuesdays and Thursdays, 2:30 pm to 4:00 pm, in Lopata Hall, Room 229.

Text. The lectures will follow John H. Matthews and Kurtis D. Fink, Numerical Methods Using MATLAB, fourth edition, Prentice Hall, 2003. Note: except for Chapters 5 and 8, the fourth edition is virtually identical to the third edition.

Homework. You are encouraged to collaborate on homework, and to work additional exercises from the indicated problem sections, although the homework grade will be based only on the exercises listed below. Please return your solutions to the instructor by the end of class. Problem sets will be assigned as follows:
Solutions are due at the end of class on the due date. Late homework will not be accepted. The problems will occasionally require a complete proof. The homework will be judged for correctness and clarity. When the problem requires a computed solution, it must be accompanied by a correct, well-documented computer program which will be judged for its understandability.

Tests. There will be one (midterm examination in class on Thursday, March 18, 2004. There will be one cumulative final examination emphasizing the remaining material on Wednesday, May 12, 2004, from 3:30 pm to 5:30 pm.

Grading. One score will be assigned for homework, one for the midterm examination, and one for the final examination. These three will contribute in respective shares of 40%, 30%, and 30% to the course score. Letter grades will be computed from the course score class average and standard deviation. Students taking the Cr/NCr or P/F options will need a grade of D or better to pass.

Computing. Students are encouraged to use MATLAB and the computers available in the Arts and Sciences Computing Center for both symbolic and numerical computations. There is also a free 1982 version of MatLab suitable for some of the homework assignments.

Office Hours. Tuesdays 10-11am, Wednesdays 4-5 pm, or by appointment, in Cupples I, room 105a.


Questions? Return to M. Victor Wickerhauser's home page for contact information.