Math 449 - Numerical Applied Mathematics

Fall 2006


room meeting times
Cupples I, 207 M W F 3:00 - 4:00 PM

instructor phone # office e-mail office hours
Renato Feres 5-6752 Cupples I 17 feres@math.wustl.edu Mon 4:00 - 5:00 PM / Tue 3:00 - 4:00 PM / Fri 2:00 - 3:00 PM

Note: You can see me outside the set office hours, but contact me in advance to be sure I'm in.


Topics. Computer arithmetic, number systems and errors; roots of equations; interpolation and splines; least squares; numerical differentiation and integration; numerical solution of linear systems, matrix equations, and eigensystems; numerical methods for ordinary differential equations; (time permitting) boundary-value problems and partial differential equations.

Prerequisites. Math 1201 or equivalent programming experience, 217, and 309. NOTE: Students with credit for Math 404 or 405 cannot also receive credit for 449.

Text. The lectures will follow John H. Matthews and Kurtis D. Fink, Numerical Methods Using MATLAB, fourth edition, ISBN 0-13-065248-2, Prentice Hall, 2003. Note: except for Chapters 5 and 8, the fourth edition is virtually identical to the third edition. I expenct that most students in this course will already have some acquaintance with MATLAB, but the experience you need to get started is minimal and can be learned very quickly. The textbook has an appendix containing a brief introduction to this sofware. Other reference texts are easily available and you can find useful information on-line.

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. Solutions are due at the end of class on the due date. Late homework will not be accepted. The problems will often 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, October 18th. There will be one cumulative final examination emphasizing the remaining material. It will be take home and due on December 13.

Computing. Students are encouraged to use MATLAB and the computers available in the Arts and Sciences Computing Center for both symbolic and numerical computations.

Homework and take-home problems: There will be (roughly) weekly homework assignments. The homework problems will be posted on the lesson schedule at least a week in advance of its due date. They will also be announced in class. Homeworks will not be accepted past the due date.

Grades. Your grade will be calculated on the basis of a mid-term exam, a final exam, and homeworks. Each will contribute to the final score according to the following percentages: HW 50%, MT 20%, and FE 30%. Students taking the Cr/NCr or P/F options will need a grade of D or better to pass.

Score Grade is at least (possibly with + or - attached)
90-100% A
80-89.99% B
65-79.99% C
50-64.99% D
Below 50% NCR (F)


Course-work. New assignments and solutions, as well as occasional news, will be posted below. This is a tentative schedule. It will be updated and modified as the course progresses. (For now, most links are inactive.)

August

September

October

November

December


http://www.math.wustl.edu/~feres/Math449syll.html