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2DE11 - Numerical mathematics Lectures

This course is taught by: dr.ir. M.J.H. Anthonissen,
m.j.h.anthonissen@tue.nl.

Numerical mathematics

Studiewijzer
Doelen, tijdsbesteding, leerstof etc.

Relevant links Matlab-website OWInfo TU/e

Instruction
The instruction hours are taught by: dr. Rik Kaasschieter, e.f.kaasschieter@tue.nl. Please note that it is required to hand in reports for all exercises. It is not possible to finish this course by doing the written exam only! The assignments that have to be handed in should be made in pairs. There are four assignments that have equal weights, and make up 25% of the final grade; the final exam makes up the other 75%. To pass the course, you need to score: at least 50% of the points for the homework, at least 50% of the points for the exam, and (as usual) at least 55% in total.

Matlab
The assignments form an essential part of the course. Some of the exercises require writing computer programs. It is advised to do the programming in Matlab. TU/e has a nice Matlab-website. The parts you should look at are Chapter 1: Basic elements of Matlab and Chapter 6: Programming in Matlab. Try to do the following exercises from the website: Exercises 1.1-1.4, 1.6-1.16, 1.20-1.22, 1.24, 1.28, 1.30 Exercises 6.1, 6.6, 6.7

You can also visit the website of the creators of Matlab to find a list of tutorials. The PDF-file by the University of Dundee offers a nice compact reference guide. Finally, there is also the excellent booklet MATLAB Primer by Kermit Sigmon and Timothy A. Davis, Chapman & Hall/CRC, London, 2002.

Contents
All topics are covered in class. You are encouraged to attend all lectures and take notes. You can also study the following parts of the book Scientific Computing. An Introductory Survey, Second edition, Michael T. Heath, McGraw-Hill, New York (2002). Chapter 1: Scientific computing 1.1 Introduction 1.1.1 Computational problems 1.1.1 General strategy 1.2 Approximations in scientific computation 1.2.1 Sources of approximation 1.2.2 Absolute error and relative error 1.2.3 Data error and computational error 1.2.4 Truncation error and rounding error 1.2.6 Sensitivity and conditioning 1.2.7 Stability and accuracy 1.3 Computer arithmetic 1.3.1 Floating-point numbers 1.3.2 Normalization 1.3.3 Properties of floating-point systems 1.3.4 Rounding 1.3.5 Machine precision 1.3.8 Floating-point arithmetic 1.3.9 Cancellation Chapter 7: Interpolation 7.1 Interpolation 7.3 Polynomial interpolation 7.3.1 Monomial basis 7.3.2 Lagrange interpolation 7.3.5 Interpolating continuous functions Chapter 8: Numerical integration and differentiation 8.6 Numerical differentiation 8.6.1 Finite difference approximations 8.7 Richardson extrapolation 8.3 Numerical quadrature

8.3.1 Newton-Cotes quadrature 8.3.3 Gaussian quadrature 8.3.5 Composite quadrature Chapter 5: Nonlinear equations 5.1 Nonlinear equations 5.2 Existence and uniqueness 5.3 Sensitivity and conditioning 5.4 Convergence rates and stopping criteria 5.5 Nonlinear equations in one dimension 5.5.1 Interval bisection 5.5.2 Fixed-point iteration 5.5.3 Newton's method Chapter 2: Systems of linear equations 2.1 Linear systems 2.2 Existence and uniqueness 2.3 Sensitivity and conditioning 2.3.1 Vector norms 2.3.2 Matrix norms 2.3.3 Matrix condition number 2.3.4 Error bounds 2.3.5 Residual 2.4 Solving linear systems 2.4.1 Problem transformations 2.4.2 Triangular linear systems 2.4.3 Elimentary elimination matrices 2.4.5 Pivoting 2.4.6 Implementation of Gaussian elimination 2.4.7 Complexity of solving linear systems Chapter 9: Initial value problems for ordinary differential equations 9.1 Ordinary differential equations 9.2 Existence, uniqueness and conditioning 9.3 Numerical solution of ODEs 9.3.1 Euler's method 9.3.2 Accuracy and stability 9.3.3 Implicit methods 9.3.4 Stiffness If you would like to practice exercises from the book, here is a recommended selection: Chapter 1 Review questions: 1.1, 1.2, 1.3, 1.4, 1.8, 1.18, 1.19, 1.25 Exercises: Computer problems: 1.1, 1.4, 1.7, 1.14, 1.17 Chapter 7 Review questions: 7.8, 7.15 Exercises: 7.2, 7.6

Computer problems: Chapter 8 Review questions: 8.12, 8.20, 8.22, 8.27, 8.40 Exercises: Computer problems: 8.1a Chapter 5 Review questions: 5.2, 5.3, 5.9, 5.12 Exercises: 5.2, 5.4, 5.6 Computer problems: 5.2, 5.13, 5.14 Chapter 2 Review questions: 2.3, 2.4, 2.5, 2.11, 2.19, 2.22, 2.41, 2.44, 2.45, 2.48, 2.52, 2.53, 2.55, 2.59 Exercises: 2.2, 2.13, 2.17, 2.21, 2.26, 2.27 Computer problems: 2.3, 2.6, 2.17 Chapter 9 Review questions: 9.9, 9.16, 9.19, 9.20, 9.25, 9.37 Exercises: 9.4 Computer problems: 9.1a Please consult the course description for more information. You can also check the general information system from the university, OWinfo TU/e.

Old exams
During the exams you can use a pocket calculator. You may not use the lectures notes, books or your notebook. To prepare for the exam, please study some old exams: 25 January 2010 and the answers to the questions 27 October 2009 and the answers to the questions 8 January 2009 and the answers to the questions

Last updated by Martijn Anthonissen on 14 June 2011

Centre for Analysis, Scientific Computing and Applications. For questions please refer to the editor. This page modified: Tue Jun 14 11:31:03 CEST 2011