Math 615 Applied (Continuum) Numerical Analysis

Spring 2012, Ed Bueler

I have now graded Assignment #9.  See codes from solutions below.  Thanks for a great semester!  Ed

Ed Bueler:  474-7693
elbueler@alaska.edu

Office
: Chapman 301C (Hours)

Class times and rooms:
MWF 1:00--2:00  Reichardt 204
                            Gruening 308

Required Text
:  Morton & Mayers, Numerical Solutions of Partial Differential Equations, 2nd ed., Cambridge U. Press 2005

Three other texts are recommended.  The first is freely available a page at a time, and is a great Matlab tutorial:
  • C. Moler, Numerical Computing with MATLAB, SIAM Press 2004: www.mathworks.com/moler/
  • W. Press, et al., Numerical Recipes in (language), Cambridge U. Press, any edition
  • S. Farlow, Partial Differential Equations for Scientists and Engineers, Dover 1993.  (= any intro PDE book)

about your project

Syllabus Here

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Matlab/Octave CODES FOR CLASS:

a few Python CODES FOR CLASS:

LINKS:
Schedule:  (version 10 May)

Day

Section
Topic
Assigned/Due
F 1/20

introduction by example
MATLAB/Octave/pylab compared (PDF)
Assignment #1 (PDF)
M 1/23

example finished
  slinky.m

W 1/25

review of Taylor's theorem

F 1/27

review of constant coefficient ODEs by-hand
M 1/30
2.1, 2.2 heat equation model problem
from solutions to A#1:
  sumfourthpower.m
  sumfourthpowerFORLOOP.m
  eulersoln.m

A#1 DUE
Assignment #2 (PDF)
W 2/1
2.4
standard heat problem: the explicit method

F 2/3

cont.
  explicitONE.m
  explicit.m

M 2/6
2.3 standard heat problem: exact solution by Fourier series/separation of variables A#2 DUE
W 2/8
2.5 standard heat problem by explicit method:  truncation error A#2 DUE
(revised)
F 2/10

cont.; experiment with stability
  explicitcheck.m
  boom.m

Assignment #3 (PDF)
M 2/13
2.6 standard heat problem by explicit method: maximum principle proof of convergence

W 2/15
2.8
cont., refinement paths;
implicit method

F 2/17

implicit method:  implementation
  implicit.m
  implicit.py  [python; shows use of sparse matrices]
Assignment #4 (PDF)
M 2/20
2.7 implicit method: truncation error, convergence;  fourier analysis of stability A#3 DUE
W 2/22

fourier analysis of stability cont
  flipper.m

F 2/24
2.12 cont; also Richardson method
M 2/27
2.10 "theta methods" including Crank-Nicolson
study guide for reviewing definitions (PDF)
A#4 DUE
Assignment #5 (PDF)
W 2/29
2.11
stability for theta methods
F 3/2
2.13 general boundary conditions
M 3/5

cont.
from solutions to A#4:
  semiimp.m
also, as in class:
  semiimperr.m
  convergesemiimp.m
  convergesemiimp.pdf
A#5 DUE
W 3/7
2.14 brief review;  conservation
from solutions to A#5:
  thetaheat.m
  runtheta.m
  runcn.m
  cnharder.m
  runharder.m
  runmanu.m
A#5 DUE
(revised)
F 3/9

IN-CLASS MIDTERM EXAM:
closed book, no notes
covers definitions and basic calculations
study guide for reviewing definitions (PDF)
MIDTERM EXAM
3/12--3/16

Spring Break (no classes)
M 3/19
2.15
more general linear heat equation Assignment #6 (PDF)
W 3/21

cont.: advection
as in class:
 
diffadvectdemo.m

F 3/23

cont.: upwinding
about your project

M 3/26
3.1
cont.;
explicit scheme for heat equation with (x,y)
A#6 DUE
W 3/28

2.15 cont.: divergence form
from solutions to A#6:
  plotb.m
  adaptiveb.m
A#6 DUE
F 3/30
2.17
nonlinear diffusion
for A#7:
  formM.m

Assignment #7 (PDF)
M 4/2
3.2
implicit schemes for 2 or 3 spatial vars

W 4/4
4.1
pure transport (=advection); characteristics
F 4/6
4.2 cont.; classical wave equation;
FTCS bad, upwinding good, CFL
VERSION 1.0 of Project DUE
M 4/9

cont.
A#7 DUE
W 4/11
4.3 convergence for upwinding
from solutions to A#7:
  meltM.m
  upwind.m
Assignment #8 (PDF)
A#7 DUE
F 4/13
4.5
Lax-Friedrichs, leapfrog, and Lax-Wendroff
M 4/16
4.9
cont.

W 4/18
4.4, 4.11
amplitude and phase errors
F 4/20

cont.

M 4/23
4.7
finite volume ideas
A#8 DUE
W 4/25

cont.
in class:
  fluxlimiter.m

Assignment #9
F 4/27
SpringFest (no classes)
M 4/31
6.1 Alex M proj present (10 min)
elliptic problems in 2 spatial vars
from solutions to A#8:
  advectexactsurf.m
  advectfigs.m


W 5/2
6.2, 6.3 Tim B proj present (10 min)
error analysis for elliptic;
general equilibrium diffusion

F 5/4
5.1, 5.2 Lax equivalence theorem
(last day of instruction)

Tues 5/8

FINAL HOMEWORK ASSIGNMENT #9 IN MY BOX OR OFFICE BY 5:00 PM
A#9 DUE AT 5:00 PM
Wed 5/9
Thurs 5/10

VERSION 2.0 of PROJECT IN MY BOX OR OFFICE BY 5:00 PM PROJECT DUE AT 5:00 PM