# Math 405/607E 2016 W1: Numerical Methods for Differential Equations

Instructor
Colin Macdonald
Email:
cbm[at]math[dot]ubc[dot]ca
Office
LSK 303c
Lectures:
Tu/Th 14:00–15:20 at MAT104
Office Hours
M 1pm–2pm, W 12:15pm–1:15pm, Th 11am–noon (subject to change, also by appointment)
Midterm:
Thurs 20th October, in class

## Week 1

Outline

Lecture Notes: 01_intro.pdf.

Motivation why we want numerical methods for differential equations: Grady Wright's mantle convection video

Demo codes: demo_01.m.

## Week 2

Lecture notes: 02_root_finding.pdf.

Motivation why we should care about differential equations: Fluids are amazing, and fluids are modelled with differential equations.

Demo codes: demo_02_bisection.m, demo_02_newton.m.

## Week 4

Demo codes from class: I have been posting these on gitlab.math.ubc.ca.

## Week 5

Lecture notes: 06a_intro_ivp.pdf.

## Week 6

Lecture notes: 06b_ivp.pdf.

HW3 Draft (in hope it might be helpful before the midterm).

## Week 7

The midterm will cover everything up to (but not including) stiffness.

A previous midterm with solutions.

hw3.pdf, Revised: hw3-rev1.pdf, HW3 Solutions.

## Week 8

Midterm solutions.

## Week 9

hw4.pdf, Revised: hw4-rev1.pdf, hw4_unsharp.zip, hw4_perona_malik.zip.

## Week 10

Homework 4 updated, see above!

Notes: 09c_hh_givens_qrfac.pdf.

## Week 11

Notes: 10_eigenvalues.pdf. 10b_svd.pdf.

## Week 12

Also discussed Topic 11, iterative methods for numerical linear algebra (no notes available).

Notes: 12_spectral.pdf.

## Week 13

Notes: 13_fem.pdf.

Also briefly discussed Discontinuous Galerkin, Finite Volume and RBF methods.

Exam: exam_review.txt, 2015 exam (Soln).