MATH 6646, Spring 2012
Spring 2012, Math 6646
Numerical Methods for Ordinary Differential Equations
Class information
- Class: MWF 1:05 - 1:55PM
- Classroom: Skiles 268
- Class homepage: http://people.math.gatech.edu/~kang/6646
- Instructor : Sung Ha Kang
- Email: kang at math.gatech.edu
- Office: Skiles 247
- Office hours: WF 2PM - 3PM or my appointment
Course information
- the course outline: http://www.math.gatech.edu/course/math/6646
- Prerequisites: Math 2403 and Math 4640
- Course Description:
Analysis and implementation of numerical methods for initial and two point boundary value problems for ordinary differential equations
Some References
- (not required) Main Textbook: Computer Methods for Ordinary Differential Equations and Differential-Algebraic Equations by Uri M. Ascher and Linda R. Petzold, SIAM
- (reference) Numerical Methods for Ordinary Differential Systems: The initial Value Problem by J.D. Lambert, Wiley
Course Grade
- Homework (50%) : Students are strongly encouraged to solve all the homework problems, but only computer homework will be collected (two page limit per question).
- Exams (50%): There will be two exams (one exam and a Final) during the semester which will be based on the homework/lecture materials. No make up exams are allowed. In case of serious illness, doctor's note is required. For excused absences, your adviser's notice is required or the website link showing your participation at the conference, no later than two weeks prior to the date of the exams.
HONOR CODE: All students are expected to comply with the Georgia Tech Honor code. Please review the student code of conduct.
Tentative Schedule and Homework
- Jan 18 (Mon) Official School Holiday.
- Ascher&Petzold Chapter 1,2
Prove Theorem 1.1.
2.1, (2.4 - in this problem the equation (2.2) means y'=f(t,y).)
- Lambert Chapter 3
For the first page six examples, show their consistancy and zero-stability.
2.4.1, 2.4.2, 2.5.1, 2.5.2, (2.5.3 just show consistent), 2.5.4, (2.5.5).
- Ascher&Petzold Chapter 3
3.1, 3.2, 3.3, 3.4, (3.5, 3.8), 3.9, (3.11).
- To hand-in by Febrary 10, 2012 Friday in class: BLOD numbers (posted upto Feb 4th)
AND THIS HAND-OUT.
- February 22 (Wed), Exam (in class one hour)
- April 30 (Mon), 2:50am - 5:40pm FINAL EXAM