Mathematics Department
UNIVERSITY OF DELAWARE

Fall Semester 2011

Math 607	Survey of Scientific Computing	TR 3:30-4:45pm
		207 Ewing Hall

INSTRUCTOR: 		 Dr. Petr Plechac, Rm 510, Ewing Hall   


E-MAIL: 		 plechac@math.udel.edu, 

http://www.math.udel.edu/~plechac 


OFFICE HOURS: 		 Tue, Thu 5-6 pm  or by appointment 


COURSE CONTENT: 		 see the syllabus below 


TEXTBOOK: 		 Computational Science and Engineering, Gilbert Strang, 


Wellesley-Cambridge Press 


additional reading on topics not covered in the book will be 


suggested by the instructor 


PREREQUISITE: 		 knowledge of MATLAB computing environment is expected 


basic undergraduate course on numerical methods 

Exams, Projects, Assignments:

The following rules apply:
$\bullet$ Comprehensive take-home final exam worth 25% of the grade.
$\bullet$ Mid-term take-home exam worth 20% of the grade.
$\bullet$ 3 computing assignments (using MATLAB or programming language of your choice) worth 45% of the grade
$\bullet$ several shorter assignments worth 10% of the grade will be assigned at some lectures.

Grades: F$<60\%$; $60\%\leq$ D-,D,D+ $<70\%$; $70\%\leq$ C-,C,C+ $<80\%$; $80\%\leq$ B-,B,B+ $<90\%$; $90\%\leq$ A- $<94\%$; $94\%\leq$, A. $\pm$ grade boundaries are at $1/3$ and $2/3$ of each quantile.

Those who decide to switch to ``Listener'' (recorded grade L) are expected to work on all assignments and regularly participate in the class meetings, otherwise the grade LW will be recorded.

Exams dates:

Midterm (take-home test): Oct 18 (Tue), Final exam: TBA

Penalty-Free Withdrawal:

Oct 25 (Tue), Last Day of Class: Dec. 6 (Tue).

Rules - Exams, Projects, Assignments:

Reports for the computing assignments and take-home exams should be typed in LaTeX or similar typesetting software and a hardcopy of the report should be handed in on the date specified when the project is assigned.

The solutions for the shorter assignments can be handwritten. Any assignment longer than one page that you turn in must be stapled (or otherwise bound) and written on only one side of the paper. The first page must be clearly labeled with your name, a title that distinguishes it from any other assignment (e.g., "Math 607 First Assignment"), and the due date.

All assignments/projects should be handed in on time; anything turned in late without prior notification of the instructor will result in zero points for that assignment. Answers should be well-documented and solution steps sufficiently described.

Each submission is due in the class on the date specified for the assignment. Submissions by e-mails will not be accepted.

Unless indicated otherwise, all assignments are to be done independently, without consultation with anyone but the instructor. The problems and projects you hand in must be your own work and must not be copied from others. Rules of academic honesty apply to all your submitted work. In particular, all students must be honest and forthright in their academic studies. To falsify the results of one's research, to steal the words or ideas of another, to cheat on an assignment, or to allow or assist another to commit these acts corrupts the educational process. Students are expected to do their own work and neither give nor receive unauthorized assistance. Any violation of this standard must be reported to the Office of Judicial Affairs.

Classroom Conduct:

All university rules of classroom conduct apply. In particular, use of cellular phones, pagers, music players is not allowed in the classroom unless explicitly permitted by the instructor. Please silence all electronic devices before coming to class. As a common courtesy to your fellow classmates and the instructor please do not eat, sleep or chat during the class.

Makeup Exam Policy:

Absolutely no makeups unless mandated by University of Delaware policies. Anyone missing an exam without a University of Delaware excused absence will receive a zero score. If an exam or assignment is missed for a valid reason (according to University regulations) the grade on the final exam will substitute for the missing grade.

Remarks:

I encourage you to visit with me should you feel uncomfortable with any material covered in the course. You can arrange an appointment (via e-mail) should the time allocated for office hours be insufficient.

Syllabus - Math 607

Numerical solution of linear systems; interpolation; differentiation and quadrature; transforms/FFT; nonlinear equations; initial value problems; boundary value problems; Monte Carlo methods finite difference methods for partial differential equations. Additional topics at the discretion of the instructor.

A note on the literature: The selected textbook does not cover all topics or methods we shall survey in this course. However, it may serve you as a good reference for basic techniques of computational mathematics applied in solution of differential equations and numerical linear algebra. As a basic computational environment we shall use MATLAB. There are many books that explain features of MATLAB in connection with numerical methods (search on amazon.com and decide which one covers an application field of your interest). For example, Introduction to Scientific Computing by Charles F. Van Loan is a good introduction to basic numerical methods and their implementation in MATLAB. More detailed survey of MATLAB features and programming techniques can be found, e.g., in Mastering MATLAB 7 by D. Hanselman and B. Littlefield.