Math 442---Numerical Solution of Differential Equations

Spring Semester 2009

• Class Meets: 11:00-12:15 am, TuTh, in Wilson 1-144
• Instructor:
  Curt Vogel
  2-210 Wilson Hall
  ph. 994-5332
  e-mail: vogel@math.montana.edu
  Office Hours: 10:00-10:50, TuTh
• Textbook
  Computer Methods for Ordinary Differential Equations and Differential-Algebraic Equations, by Uri Ascher and Linda Petzold,
  published by SIAM
• MATLAB Software
  Students will be expected to use MATLAB for some of their homework assignments. For more information, check out the following links.
  Mathworks home page
  MATLAB Tutorials
• Course Outline:
  Review of theory of ODE initial value problems (IVPs)
  Single and multi-step numerical methods for IVPs
  Convergence analysis for IVP methods
  Differential-Algebraic Equations (DAEs)
  Theory of ODE boundary value problems (ODE-BVPs)
  Shooting methods for ODE-BVPs
  Finite difference methods for ODE-BVPs
  Finite element methods for ODE-BVPs
• Grading:
  HW & Projects --- 40%
  Midterm Exam --- 30%
  Final Exam ----- 30%

  The final exam is scheduled for 4-5:50 pm, Wednesday, May 6, 2009. Students are strongly encouraged to work together on homework assignments. Late homework will be accepted only with the advanced permission of the instructor.

• Homework Assignment 1: Due Thursday, Jan 29.
  Click here for homework assignment in PDF format.
  Click here for sample MATLAB codes.
• Homework Assignment 2: Due Thursday, Feb 12.
  Click here for homework assignment in PDF format.
  Click here for sample MATLAB codes.
• Homework Assignment 3: Due Thursday, Feb 26.
  Click here for homework assignment in PDF format.
  Click here for sample MATLAB codes.
• Homework Assignment 4: Due Tuesday, March 24.
  Click here for homework assignment in PDF format.
  Correction to Exercise 2: Replace "... F(s) = f(t) - ..." with "... F(s) = f(s) - ...".
  Click here for sample MATLAB codes.
• MATLAB ODE solution / nested fuction demo
  Click here for MATLAB demo code.
• Homework Assignment 5: Due Thursday, April 16.
  Click here for homework assignment in PDF format.
  Click here for sample MATLAB codes.
• FINAL EXAM: Due Wednesday, May 6, at 4 PM.
  Click here for the takehome final in PDF format.
  Click here for sample MATLAB shooting code.