Mathematics 405/607E:

Numerical Methods for Differential Equations

• Programming Resources
  • MATLAB Primer: A brief tutorial Anthony Hodgson.
  • There are many excellent tutorials on MATLAB posted on the web use google to search for: matlab primer
  • MATLAB tech support
  • Scilab: A free alternative to MATLAB developed by INRIA
  • Numerical Recipes Online
• Course notes
  • MATLAB Demos: Demo 1, Programs: demo1.m, demo2.m
  • Interpolation: Lecture 1 , Lecture 2 , Lecture 3 , Lecture 4, Lecture 5,6&7, Lecture 8, Lecture 9, Lecture 10
  • Integration: Lecture 11, Lecture 12, Lecture 13, Lecture 14
  • ODE: Lecture 15, Lecture 16 , Lecture 17, Lecture 18, Lecture 19, Lecture 20, Lecture 21
  • PDE
    • Part 1 : Finite Difference methods for Boundary Value Problems
    • Part 2 : The Finite element method for Boundary Value Problems
    • Part 3 : Evolution Equations
      • The heat Equation
      • 1D Wave Equation Notes

   

• Class Demo Programs
  • MATLAB: Demo session in Class
  • Interpolation: Newton Divided Differences, Hermite Basis Functions, Hermite Basis Function Derivatives
• Integration: Closed Newton Coates Formulae, Open Newton Coates Formulae, calltrap.m, Trapez.m
• ODE: calleuler.m, euler.m, f1.m, exact.m,
• PDE

 

• Homework
  • Lab Login Instructions
  • Assignments
    • Assignment 0 (Due 23 Sept 2009)
    • Assignment 1 (Due 7 October 2009) Solutions
    • Assignment 2 (Due 30 Octobet 2009) Solutions
    • Assignment 3 (Due 13 November) Solutions
      • StabilityRegionsImplict.m, BackEuler.m
    • Assignment 4 (Due 4 December), Solutions
      • Stability Regions Explicit
  • Projects
    • Project 1 (Due) Solutions
    • Project 2 (Due) Solutions
    • Project 3 (grad stusents only) (Due)