This document provides information about the CAAM 336 Differential Equations in Science and Engineering course offered at Rice University in Fall 2016. It outlines the course details including lectures, instructor information, textbook, grading policy, homework expectations, and course objectives. The course introduces partial differential equations and methods for solving them both analytically using spectral methods and numerically using finite difference and finite element techniques. It will cover the Poisson, heat, and wave equations through both approaches.
This document provides information about the CAAM 336 Differential Equations in Science and Engineering course offered at Rice University in Fall 2016. It outlines the course details including lectures, instructor information, textbook, grading policy, homework expectations, and course objectives. The course introduces partial differential equations and methods for solving them both analytically using spectral methods and numerically using finite difference and finite element techniques. It will cover the Poisson, heat, and wave equations through both approaches.
This document provides information about the CAAM 336 Differential Equations in Science and Engineering course offered at Rice University in Fall 2016. It outlines the course details including lectures, instructor information, textbook, grading policy, homework expectations, and course objectives. The course introduces partial differential equations and methods for solving them both analytically using spectral methods and numerically using finite difference and finite element techniques. It will cover the Poisson, heat, and wave equations through both approaches.
This document provides information about the CAAM 336 Differential Equations in Science and Engineering course offered at Rice University in Fall 2016. It outlines the course details including lectures, instructor information, textbook, grading policy, homework expectations, and course objectives. The course introduces partial differential equations and methods for solving them both analytically using spectral methods and numerically using finite difference and finite element techniques. It will cover the Poisson, heat, and wave equations through both approaches.
Lead Instructor Instructor: Teaching Asst: Recitation: Text:
Grade Policy:
Prof. A. Gillman (adrianna.gillman@rice.edu), Duncan Hall 3022, (713) 348-5665
Office hour: TBD, or by appointment Travis Thompson (tthompson@rice.edu), Duncan Hall 2006 Office hours: Wed 2:00 - 3:00 p.m., Thu 3:30 - 4:30 p.m., or by appointment TBD (email@rice.edu), Duncan Hall Rm TBD Office hour: TBD, or by appointment TBA The content of this course is based on material from: Mark S. Gockenbach, Partial Differential Equations: Analytical and Numerical Methods, SIAM, Philadelphia, 2011. Homework will account for 25% of the final grade and three scheduled exams will account for the remaining 75% (25% each) . Failure to attend or submit, by the deadline, an exam may result in a score of zero for that exam.
Matlab:
Most homework questions will require some MATLAB programming. Any MATLAB codes that you write for the homework must be printed out and attached to the corresponding homework in order to receive credit. For assistance with parts of the homework requiring MATLAB, please consult the class website for additional materials.
Honor Code:
It is an honor code violation to turn in code or solutions which have, in all or in part, been copied from another student. It is also an honor code violation to consult solutions to the homework or exams from previous sections of this class.
Homework:
Late Policy:
Re-grade Policy:
There will be 8 problem sets over the semester. Problem sets are due by 5pm on the specified date. Mathematically rigorous solutions are expected; strive for clarity and elegance. You may collaborate on the problems, but your write-up must be your own independent work. Transcribed solutions and copied MATLAB code are both unacceptable. You may not consult solutions from previous sections of this class. Problem sets are due no later than 5pm on the posted due date in the Duncan Hall Mailroom DH 1092. Assignments turned in after this time will not be accepted and will receive a score of 0%. In exceptional circumstances, contact the instructor as soon as possible: we adhere to Student Healths No Note policy. If your work has been graded incorrectly, you may submit a re-grade request. Clearly explain the perceived error on a separate sheet of paper, staple it to the front of your graded paper, and give it to the instructor. Any student with a disability requiring accommodation in this course is encouraged to contact the instructor during the first week of class, and also to contact Disability Support Services in the Ley Student Center.
Prerequisites:
CAAM 210 (Introduction to Engineering Computation) and MATH 212 (Multivariable Calculus), or permission of the instructor. Less formally: you should be able to write elementary MATLAB programs, and be comfortable with vector calculus and basic vector and matrix operations.
Course Objectives:
CAAM 336 students learn to identify partial differential equations and solve canonical cases using both analytical and computational techniques.
Course Outcomes:
Upon completing this course, students should be able to:
1) explain the concept and computation of a best approximation from a subspace; 2) identify linear operators and compute their spectra in basic cases; 3) apply these concepts to obtain exact series solutions to differential equations; 4) approximate solutions to model PDE with the finite difference and finite element methods; 5) create MATLAB programs that compute and visualize approximate solutions
CAAM 336 Manifesto and Outline
Differential equations form the heart of applied mathematics: they capture an amazing variety of phenomena in fields ranging from physical science and engineering to biology, from financial derivatives to traffic flow. As useful as these equations are, in practice they can be quite difficult to solve: as you read these words, many of the worlds fastest computers are busily calculating solutions to such equations. Though the roots of this field reach back to the 18th century, many important, fascinating problems remain for you to tackle. Nearly all disciplines in science and engineering rely fundamentally on differential equations. This course introduces and works with the three most famous partial differential equations: the Poisson (diffusion) equation, the heat equation, and the wave equation. There are two main approaches to solving these equations: one that constructs the exact solution as an infinite series (the spectral method) and another that uses numerical methods to quickly build approximations to the solution. In addition we will also briefly discuss the method of finite differences. By mastering these ideas you will not only learn elegant techniques for solving classical problems; you will also develop tools to solve the problems you will discover for yourselves as professional scientists and engineers. CAAM 336 Tentative Course Outline
PDEs, the heat equation, and wave equation Intro to Finite differences, order of approximation, vector spaces (Mon: Labor Day) Range, Nullspace, inner products The L2 inner product, generalized orthogonality, Projection Theorem Eigenvalues, Eigenvectors, Transpose, Spectral method for symmetric linear systems Boundary value problems, symmetric linear differential operators, eigenfunctions EXAM Week: Exam 1 The spectral method: step-by-step (Mon: Fall Recess) Spectral method, inhomogenous b.c. Intro to Finite Element method Finite elements: the piecewise polynomial space, the energy norm steady state heat equation Finite elements: Inhomog. Dirichlet boundary conditions The spectral method: Matrix exponential, homogenous steady heat equation EXAM Week: Exam 2 Time dependent spectral method, inhomogeneous boundary conditions Neumann boundary conditions, FEM: Unsteady heat eq. Solving time-dependent problems using numerical time integration (Forward, Backward Euler) and stability THANSGIVING BREAK The wave equation: the spectral method, and the finite element method Final exam week
