Math 615 Continuum (Applied) Numerical Analysis

Spring 2007, Ed Bueler

Students in Math 615 Spring 07:  Thanks for a great semester.  I was very impressed with the knowledge and abilities represented in your projects.  Please feel free to ask me about related problems if they appear, for example, in your thesis work.  Note that solutions to the final assignment are posted (A#9 solutions).

Ed Bueler: felb@uaf.edu, x7693
Office: Chapman 301C (Hours)

Class times and rooms:
     MWF 1:00--2:00  Chapman 107

Required Text
:  Morton & Mayers, Numerical Solutions of Partial Differential Equations, Second Ed., Cambridge University Press 2005

Four other texts are recommended.  Two of theses are freely available a page at a time:
  • W. Press, et al., Numerical Recipes in C (or ... in Fortran), Cambridge University Press; any edition.  ($61 at Amazon.)   Pages available free online at http://www.library.cornell.edu/nr/.
  • C. Moler, Numerical Computing with MATLAB, SIAM Press 2004.   ($43 at Amazon.)   Pages and Matlab codes available free online at http://www.mathworks.com/moler/.
  • D. Higham and N. Higham, MATLAB Guide, 2nd ed. SIAM Press 2005.  ($33 at Amazon; other Matlab intros exist, but this one is interesting)
  • S. Farlow, Partial Differential Equations for Scientists and Engineers, Dover 1993.  ($11 at Amazon; any old PDE book will do and this one may be the cheapest).

Syllabus Here

ABOUT YOUR PROJECT

FAQ: Replies to some Frequently Asked Questions

LINKS:

COMMENT on programming languages:  One free alternative to MATLAB is the mathematical and scientific support built around the Python scripting language, especially SciPyPython allows a programmer to work in the same kind of interpreted prototyping mode as MATLAB but with much more powerful tools for major projects on supercomputers and clusters.  (As an environment to do the assignments in Math 615, however, this route is only recommended for experienced Unix-familiar programmers.)
    Another free alternative is Octave, an attempt to duplicate the functionality of MATLAB.
Schedule:  (FINAL, version 6/12/07)

Day

Section
Topic
Assigned or Due
W 1/17
2.1, 2.2
(Also Trefethen notes.)
Introduction.  Introduction by example.
A #1
F 1/19

Cont.   Program written in class: bob.m

M 1/22

Matlab tutorial in class.  (Bring laptops!)  Linear ODE example.  In-class Matlab session:  session012207.txt

W 1/24

Linear ODEs, cont.; Matlab tutorial cont.
edsODE.m   session012407.txt

F 1/26
2.3 Standard heat problem: exact solution by Fourier series/separation of variables.
A # 1 Due

A #2
M 1/29
2.4
Review Taylor series.
W 1/31
2.5
Standard heat problem by explicit method:  Truncation error. 
F 2/2
2.6 cont.;
Standard heat problem
by explicit method: Maximum principle proof of convergence.
A # 2 Due

A #3
M 2/5

explicitfig.m
thomas.m
vera.m


W 2/7
2.7 Standard heat problem by explicit method: Fourier analysis of stability.
F 2/9

Example: explicit method on
u_t = (1+2x) u_xx + c u
A # 3 Due
M 2/12
2.8 & 2.9 Standard heat problem by implicit method:  Scheme. A # 3 Due
W 2/14
2.12
Standard heat problem by implicit method:  Analysis.  Also Richardson method. A #4
F 2/16
2.10
"Theta method" including Crank-Nicolson
ABOUT YOUR PROJECT

M 2/19

cont.

W 2/21
2.11 Max principle argument for "theta method".
F 2/23
2.13
general boundary conditions
A # 4 Due
M 2/26

uneven.m
implicitheat.m
imp2D.m
Project Proposal Due
A #5
W 2/28

general boundary conditions, cont.
F 3/2
2.15
most general linear heat equation (in one spatial dimension); advection

M 3/5

cont.; upwinding
A # 5 Due
A #5 SOLUTIONS
(I will hand out these on paper, but you can have an early look)
W 3/7
2.17
cont.; divergence form
nonlinear diffusivity
A #6
F 3/9

implementation: passing functions, demonstrating convergence
a5prob4.m
manf.m
a5prob4c.m

3/12--3/16

Spring Break

M 3/19

Guest lecture (David Maxwell) on the finite element method.

W 3/21

Class cancelled
F 3/23

Class cancelled
nonlinheat.m
A # 6 Due (at my box)
M 3/26
4.1
pure transport; characteristics
A #7
W 3/28
4.2
cont.; connection to classical wave equation; Burger's equation; upwinding; CFL

F 3/30

cont
Project Version 1.0 Due
M 4/2
4.3
convergence for upwinding
upwind.m
Project Version 1.0 Due
W 4/4
4.4
phase errors A # 7 Due
F 4/6

cont
A # 7 Due
A #8
Project Version 1.0 Due
M 4/9
4.5
Lax-Wendroff
Project Version 1.0 Due
W 4/11

cont

F 4/13
4.6 conservation laws A # 8 Due
M 4/16

cont
lwfigure.m
upwindfigure.m
A # 8 Due
W 4/18

Class cancelled
F 4/20

Guest lecture (Orion Lawlor): reaction-diffusion equations and images ...; links:
Ice solidification simulation in a Java applet.
Reaction-diffusion equations for graphics textures.
PDEs computed on the graphics card.

M 4/23

Special topic: Chebyshev spectral methods.
classdemo042307.m
cheb.m
p9.m
p13.m
p19.m
Reference: L. N. Trefethen, Spectral Methods in MATLAB, SIAM Press 2000;  web.comlab.ox.ac.uk/oucl/work/nick.trefethen/spectral.html

W 4/25
6.1
cont.; elliptic problems by finite difference
waveleap.m
see also from spring 2005:
brown.m
brownpot.m
heatbm.m
bvplinshoot.m
potentialcube.m
A #9 (worth twice a usual assignment)
F 4/27

UAF Spring Fest (no classes)
M 4/30
6.2
error analysis for elliptic

W 5/2
6.3
general diffusion

F 5/4
5.1, 5.2, 5.3
Lax equivalence theorem

M 5/7



Friday 5/11

TURN IN TO MY BOX BY 5:00 PM
Version 2.0 Due
A # 9 Due
A#9 Solutions
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