Math 455 – Numerical Analysis 
Semester: 1/2557

Instructor: Dr. Nattapol Ploymaklam 
Office:
 MB 2306 
Office Hours: Tu F at 4-5 pm, or by appointment 
Email: nploymaklam at gmail dot com

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Final

Time: Tuesday, 7 December 2014 at 3:30-6:30 p.m. (15:30-18:30 .)

Location: MB 2213-14


Recap

Date

Topics

Note

Friday, August 15

Chapter 1: Interpolation Theory

Polynomial interpolation: Lagrange method and Newton method

Syllabus,
Homework 1,
Plot sample

Tuesday, August 19

No class (National Science day activities)

 

Friday, August 22

Divided difference, Hermite interpolation

Homework 2

Tuesday, August 26

Cubic spline, group exercise

Project 1

Friday, August 29

Group project presentation

Intro to MATLAB: Xsquared, Commands

Homework 3

Tuesday, September 2

Cubic spline (continued), Cubic B-Spline
Function in MATLAB: DD2 DD2b

Homework 4

Friday, September 5

Chapter 2: Approximation of functions
Bernstein polynomial
Recursive function in MATLAB:
DD2new, DD3new, Fibonacci, FibonacciR, Commands

Homework 5

Tuesday, September 9

Proof of Weierstrass Theorem, General approximation problem, Uniform (minimax) approximation by polynomial

Friday, September 12

Uniform approximation (continued), Least square, Approximation in pre-Hilbert space

 

Tuesday, September 16

Normal equation, Orthogonal polynomials

Homework 6 due Friday, September 26, 2014
Use f(x) = excos(2πx)

Friday, September 19

General least square, orthogonal polynomials
For loop in MATLAB:
DividedDiff, Commands

 

Tuesday, September 23

Chapter 3: Numerical analysis for ODE
ODE review, Euler’s method

Homework 7

Friday, September 26

Truncation error, numerical error
MATLAB:
Euler1, Commands

Ch1: some exam problems

HW 5 extra credit

Tuesday, September 30

Derivations and orders of Euler, Trapezoidal, and Midpoint methods. In-class exercise

HW 6 solution

Midterm review

Friday, October 3

Problem session and review

Ch2: some exam problems

 

Tuesday, October 7

No class

 

Wednesday, October 8

Midterm 8:00-11:00 a.m.

 

Friday, October 10

No class

 

Tuesday, October 14

Multistep method, Adams methods
Matrices in MATLAB:
Commands

Homework 8

Friday, October 17

Adam-Bashforth and Adam-Moulton methods, Stability and convergence, Root condition

 

Tuesday, October 21

Strong root condition, relative stability, region of absolute stability

 

Friday, October 24

Runge-Kutta methods, Second order ODE, Boundary value problems, Shooting method

Homework 9
16-point Gauss-Legendre
Project 2

Tuesday, October 28

Chapter 4: Numerical methods for PDE

Forward/backward/central difference. Intro to PDE, Heat equation

 

Friday, October 31

Finite difference for Heat equation, stability
In-line function and diag commands in MATLAB: Commands

 

Tuesday, November 4

More on heat equation, advection equation

Slideshow from 11/3 Colloquium
HW 8 solution

Friday, November 7

Wave equation, Laplace equation
Mathematica: Function definition and its integral

 

Tuesday, November 11

Eigenvalue

 

Friday, November 14

Location of eigenvalues, power method
MATLAB: Commands

Mathematica: Commands

Homework 10
Due Tuesday, November 25, 2014

Tuesday, November 18

Power iteration, Rayleigh iteration
MATLAB: Commands, RQIteration

 

Friday, November 21

QR factorization and QR algorithm

HW 9 solution

Tuesday, November 25

Application of Numerical analysis

 

Friday, November 28

 

Tuesday, December 2

Final week

HW 10 solution

Correction

 

Final review

Friday, December 5

Final week

Sunday, December 7

Final 3:30-6:30 p.m.

Location: MB 2213-14

 

 

Lecture notes

 

Tentative schedule

 

Scores