Professor: Dr. Nathan Louis Gibson
Office: Kidd 352
Office Hours: TBD
Course Website:
http://www.math.oregonstate.edu/~gibsonn/Teaching/MTH552-001W15
Text Book |
Specifically, we will begin by analyzing systems of linear ODEs,
discuss one-step and multi-step methods including predictor-corrector
methods. Then we will discuss zero-stability, absolute stability and
stability regions for various methods. Lastly, we will describe the
problem of stiff ODEs and examine methods which may help.
Prerequisites: Familiarity with basic properties of
differential equations (MTH 256) and matrices (MTH 341 or 306), and
some programming experience (preferably with MATLAB) is
required. Those who have taken the equivalent of MTH351 or MTH451/551
would be well-prepared. Students who are not sure about prerequisites
are encouraged to talk to me.
Course Description
In the course we will study algorithms for the numerical solution of
initial-value problems using Runge-Kutta methods and linear multistep
methods, as well as provide an introduction to boundary-value
problems.
Analytical (stability, accuracy, and convergence) and practical
(implementation) properties of these methods will be
examined. Students will get computational experience in applying the
algorithms studied using the MATLAB problem-solving environment.
Matlab
The programming language for this course is MATLAB.
You can obtain access to MATLAB via one of the following:
| Homework | 40% |
| Midterm | 30% |
| Final | 30% |
| Total | 100% |
| A | 93 |
| A- | 90 |
| B+ | 87 |
| B | 83 |
| B- | 80 |
| C+ | 77 |
| C | 73 |
| C- | 70 |
| D+ | 67 |
| D | 63 |
| D- | 60 |
Assignments should be completed individually. You may confer with fellow
students in general terms, but must write code and solutions on your own.
552: denotes a problem that
is required only for students enrolled in MTH 552, but can serve as
extra credit for MTH 452 students.
Homework
Homework assignments will be posted here as pdf files. They will be mostly
self-contained, but possibly referencing problems from the text book. Some
problems will require programming and/or computational experimentation.
This is not a programming course, thus many algorithms will be coded for
you. However, you will need to know how to fix, modify and use MATLAB
codes.
452: denotes a problem that is optional for MTH 552 students.
MATLAB codes:
MATLAB codes:
Exams
There will be one midterm exam on Friday Feb 12, and one
cummulative final exam Tuesday Mar 16 at 6PM.
Links
Helpful Handouts