Guido Kanschat - MATH 609 (Math majors)

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News

2009/07/07Textbook chosen, see below. After some deliberation, I decided for the classic textbook by Stoer and Bulirsch. My decision was guided among others, by these reasons: first, the book can serve as a reference after you have taken the class. Actually, the German edition of the early 80s still serves me as a reference for my work. Thus, it is an investment into the future, not just a book to accompany the class. Second, it is a strong mathematical text of high quality, even if more dense than textbooks you might be used to. Finally, the book is by far cheaper than the textbooks usually used at A&M.

Handouts

Homework

  1. Due 09/09
  2. Due 09/22
  3. Due 09/29
  4. Due 10/06
  5. Due 10/13
  6. Due 10/28
  7. Due 11/04: chapter 5, problem 9 (requires some reading); chapter 8, problem 5
  8. Due 11/11

Programming assignments

  1. Lab 09/09: Convergence of the harmonic series
  2. Lab 09/09: Lagrange interpolation
  3. Lab 09/16: Simpson rule
  4. Lab 09/30: Comparison of quadrature rules
  5. Lab 12/2: Euler's method for the Lorenz system

Textbook

Class to section mapping

Overview

This is the section of 609 for math majors. Accordingly, a lot of the class will focus on proving error estimates related to the following topics:
  1. Polynomial interpolation
  2. Spline interpolation
  3. Numerical Quadrature
  4. Orthogonal polynomials and Gauss quadrature
  5. Iterative methods for nonlinear problems
  6. Iterative methods for linear systems of equations
  7. Initial Value Problems for Ordinary Differential Equations

Prerequisites

Since this is an entry level graduate class, instead of listing class numbers, I will list the key words you should be familiar with before taking this class by subject area:

Sources of information