Numerical solution of ordinary differential equations
MTH 452/552

MWF 10:00-10:50
MLM 234
Winter 2015

Professor:

Dr. Nathan Louis Gibson  

Office:

Kidd 352

Office Hours:

TBD

Course Website:  

http://www.math.oregonstate.edu/~gibsonn/Teaching/MTH552-001W15

Text Book
(for 552 and 553):  
Required

Randy LeVeque, Finite Difference Methods for Ordinary and Partial Differential Equations, SIAM (SIAM Member price: $44.10, contact me if you are not yet a member..membership is free to all OSU students!)


Course Description

Catalog Description: Numerical solution of initial-value problems using Runge-Kutta methods and linear multistep methods; introduction to boundary-value problems. Analysis of stability, accuracy, and implementation of methods.
Credits: 3

In this 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.

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.

Measurable Student Learning Outcomes: A successful student in MTH 452 will be able to:

A successful student in MTH 552 will additionally be able to:


Matlab

The programming language for this course is MATLAB. Oregon State University has subscribed to a Total Academic Headcount (TAH) Site License for MATLAB. This new licensing includes many, but not all MATLAB toolboxes. OSU faculty, staff and students can install on up to 4 personally-owned devices or computers. For more information visit Information Services -- MATLAB or matlab.mathworks.com.

The following are online resources for learning Matlab:


Grades

Grade Distribution

Homework 40%
Midterm 30%
Final 30%
Total 100%

Grade Scale

A 93
A- 90
B+ 87
B 83
B- 80
C+ 77
C 73
C- 70
D+ 67
D 63
D- 60


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.

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.
452: denotes a problem that is optional for MTH 552 students.

552 students will be held to a higher standard and should submit work that is sufficiently rigorous.


Exams

There will be one midterm exam on Friday Feb 13, and one cummulative final exam.


Links


Last updated: Tue Feb 24 11:08:34 PST 2015