MATH 368K (54195): Numerical Methods for Applications
General Information
Instructor: Yen-Hsi Tsai
Lecture: RLM 6.104, T,TH 11:00am-12:30pm
Office hours: RLM 11.160, W 1:00pm-2:00pm and by appointment
Required text:
Numerical analysis, by Burden and Faires (9th Edition, Brooks/Cole, 2011)
Scientific Computing, An Introduction using Maple and MATLAB, by W. Gander, M. Gander and
F. Kwok
You can download PDF of the books through UT Library or with a UT IP address.
Description
The main topics of this course include iterative methods for systems of linear and nonlinear
equations, least squares approximation and orthogonal polynomials, approximation of
eigenvalues, and finite-difference and finite-element methods for ordinary and partial differential
equations. The objective is to prepare students for advanced studies in all areas of
computational science and engineering. Emphasis will be placed on concepts and algorithms
rather than proofs.
Prerequisites: M348 with a grade of at least C-; basic programming skills in Julia or a related
language.
Webpages:
We use the University's CLIPS and Canvas web site.
Announcement and homework assignments are posted on Canvas.
Please check that your scores are recorded correctly in Canvas.
Julia notebooks used in class will be available for download from GitHub:
https://github.com/yhrtsai/M368K_S2018.git
Policies
Homework: Homework should be turned in on Tuesdays in class.
Late homework will not be accepted.
Homework sets will be assigned weekly throughout the semester and will contain a mix of
analytical and programming problems.
Programming: Computer programming will be necessary to implement various numerical
methods and will be a required part of the course.
Programming assignments must be completed using the Julia language (https://julialang.org)
in Jupyter workbooks.
Both commented source code and sample output should be submitted with programming
assignments. Computers can be found in the Undergraduate Computer Lab, RLM 7.122.
Some assignments may also require the use of MATLAB or Maple, which are easy-to-use
software packages available in many computer labs around campus.
Computer Accounts: A computer account on the Mathematics Department network can be
obtained in the Undergraduate Computer Lab, RLM 7.122.
Exams:
There will be one midterm exam and a final exam. The tentative dates and times are as follows.
• Midterm Exam: Tuesday, March 6, in class.
• Final Exam: Wednesday, May 9, 9:00 am-12:00 pm
You will get a chance to redo the mid-term exam, which will help improve, to a limit, your
ultimate midterm grades.
Course grade: Your course letter grade will be based on your homework and exam grades. The
weights are Homework average (35%), Midterm Exam (30%), Final Exam (35%).
Your Midterm Exam score may be replaced by your Final Exam score.
In the computation of the homework average, two lowest homework grades (lowest) will be
dropped. No late homework is accepted.
Grade scale: Homework and exams will be assigned grades based on a 100-point scale. The
weighted sum of your homework average and exam grades will determine your course letter
grade up to some minor adjustment according to the following:
A (100-90), A- (89-85), B+ (84-80), B (79-75), B- (74-70), C+ (69-65), C (64-61), C- (60-57),
D (56-50), F(49-0)
Students with disabilities: The University of Texas at Austin provides upon request appropriate
academic accommodations for qualified students with disabilities. For more information, contact
the Office of the Dean of Students at 471-6259, 471-4641 TTY.
Tentative schedule
The following is a tentative schedule for the core topics of the course. Please be aware that
material may be reordered, added or deleted.
1. Iterative methods for linear systems (2 weeks)
Jacobi, Gauss-Seidel methods
Relaxation, SOR methods
Conjugate gradient method
Condition number, preconditioning
Convergence theorems
2. Least squares and orthogonal polynomials (2 weeks)
Discrete, continuous least squares problems
Optimality conditions, normal equations
Orthogonal polynomial bases, conditioning
Legendre, Chebyshev and trigonometric bases
Fast Fourier Transform (FFT) algorithm
Approximation theorems
3. Iterative methods for eigenvalue problems (2 weeks)
General, symmetric power methods
Inverse power method
Wielandt deflation method
Householder method
Jacobi, QR methods
Convergence theorems
4. Iterative methods for nonlinear systems (2 weeks)
Fixed-point iteration
Newton method, Quasi-Newton, Broyden methods
Steepest descent method
Convergence theorems
5. Boundary-value problems for ordinary differential equations (2 weeks)
Shooting method
Finite-difference method
Finite-element method
Strong, weak formulations
Linear, nonlinear problems
Convergence theorems
6. Initial-boundary-value problems for partial differential equations (3 weeks)
Finite-difference method
Finite-element method
Strong, weak formulations
Linear, nonlinear problems
Convergence theorems, stability conditions
