Math 4501 and 5051
Numerical Applied Mathematics

Fall, 2026

Professor Wickerhauser

NEWS:

QUICK LINKS:

SAMPLE PROGRAMS:

  • eg-iter.txt: evaluate 20 terms of a two-term recurrence relation.
  • xcosx.txt: solve x=cos(x) by fixed-point iteration and plot the result.
  • Corrected help with Matlab function handles in Sec.2.1, algorithm 1, p.51.
  • bin2dec.m and dec2bin.m: convert between binary and decimal integer formats.
  • eg-plot3.txt: plot the edges of a cube.
  • syndiv.m: synthetic division Matlab function.
  • macsyma.txt: formulas for the first 21 Chebyshev polynomials, Macsyma usage example.
  • splineplot.txt: plot two cubic splines on 4 knots, Octave example.
  • parametric.txt: plot a parametric Bezier curve, Macsyma example.
  • parametric.txt: plot a Bezier curve on 4 control points, Octave example.
  • eulerdemo.m: Euler's method, Octave function.
  • ceuler.m: centered Euler ODE solver instability demo, Octave example.
  • Function "nelder.m" as implemented in the textbook's software web site is buggy. Download a fixed nelder.m and use it instead. [Search for "CORRECTED" to find the two mistakes.]

Syllabus

Topics. Computer arithmetic, error propagation, condition number and stability; mathematical modeling, approximation and convergence; roots of functions; calculus of finite differences; implicit and explicit methods for initial and boundary value problems; numerical integration; numerical solution of linear systems, matrix equations, and eigensystems; Fourier transforms; optimization. Various software packages are introduced and used.

Prerequisites. Math 2500 (formerly 217) Differential Equations, Math 3300 (formerly 309) Matrix Algebra, and CSE 131 or 200 (or other programming experience with permission of the instructor). These apply to both 4501 and 5051.

Time. Classes meet in person on Mondays, Wednesdays, and Fridays, 2:00 pm to 2:50 pm, in Simon Hall, room 23.

Text. The lectures will follow John H. Matthews and Kurtis D. Fink, Numerical Methods Using MATLAB, fourth edition, ISBN 0-13-065248-2, Pearson, 2004. 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 submit your solutions using GradeScope. Problem sets will be assigned as follows:
The lowest HW will not be counted, and the homework score will instead be the average of the top 11 HW percentages. Solutions must be completed by 11 pm 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. Please submit: (i) the program, with a comment for every line, (ii) the input you gave it, and (iii) the output it produced, for at least one example run.

Tests. There will be one midterm examination in class on Friday, Oct. 16, 2026. There will be one cumulative take-home final examination emphasizing the remaining material, due on Monday, December 14th, 2026 by 11PM. It will be presented on GradeScope.

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 HW 40%, MT 30%, and FE 30% to the course score. Letter grades, computed from the course score class average and standard deviation, will be at least the following:

Course score at least:90%80%70%60%
Letter grade at least:ABCD

Students taking the Cr/NCr or P/F options will need a grade of D or better to pass. Students auditing will be required to attend at least 37 of the scheduled 41 lectures. Please identify yourself to the instructor at the first class meeting.

Graduate Student Requirements Students enrolled in the graduate-level version of this course are expected to complete work at a level above that required of undergraduate students, to reflect the greater depth, independence, and level of mathematical maturity expected of graduate students. In particular, letter grades will be the following:

Course score at least:93%85%77%70%
Letter grade at least:ABCD

Graduate students taking the Cr/NCr or P/F options will need a grade of C or better to pass.

Computing. Students are encouraged to use Octave (or MATLAB) and Macsyma (or wxMaxima) for both symbolic and numerical computations. These may be obtained by following these URLs:

Office Hours. MWF 3:00-4:30pm, in my office in Cupples I, room 105a, or by appointment.


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