- Prof. Melvin Leok

Office: APM 5763

Email: mleok@math.ucsd.edu

Office Hours: MW 3:00pm-4:00pm, or by appointment.

- Jonathan Serencsa

Office: APM 5720

Email: jserencsa@math.ucsd.edu

Office Hours: TBA

- Course Handout
- Course Notes
- The resources below are password protected with the user name ma270c,
and the password is the first 4 digits of:

. - Homework 1, [ PDF ], Due April 15, 2011.
- Homework 2, [ PDF ], Due April 22, 2011.
- Homework 3, Question 3.4, 3.5, 3.7 and 3.8 from the first edition of Iserles (see link below), Due April 29, 2011.
- Homework 4, Question 4.1, 4.4, 4.5, 4.6b, 4.8 from the first edition of Iserles (see link below), Due May 11, 2011.
- Homework 5, Question 5.3(a,b), 5.4 from the first edition of Iserles (see link below), will not be collected. Please also familiarize yourself with the tableau representation of Embedded RK methods (see page 84).

- This course will focus on the mathematical analysis and derivation of numerical methods for the solution of ordinary differential equations. Issues include order of accuracy, convergence, stability, adaptivity, and structure-preservation. Time permitting, we will also introduce methods for elliptic PDEs based on finite-difference, finite-element, and spectral discretizations.

- MATH 270B or consent of instructor. Programming experience in any language, e.g., C/C++, FORTRAN, MATLAB.

- A
First Course in the Numerical Analysis of Differential Equations, 2nd
Edition,
Cambridge Texts in Applied Mathematics

Arieh Iserles, Cambridge University Press, 2009. ISBN: 9780521734905 [ Electronic version of First edition | Geometric Integration Chapter ]

- Numerical
Methods for Ordinary Differential Equations, 2nd
Edition

John Butcher. John-Wiley, 2008. ISBN: 0470723351 [ Electronic Version ] - Solving
Ordinary Differential Equations I: Nonstiff
Problems, 2nd Revised Edition

Hairer, Norsett, Wanner. Springer-Verlag 2010. ISBN: 3642051634 [ Electronic Version ] - Solving
Ordinary Differential Equations II: Stiff and
Differential-Algebraic Equations, 2nd Revised Edition

Hairer, Wanner. Springer-Verlag 2010. ISBN: 9783642052200 [ Electronic Version ] - Geometric
Numerical Integration, 2nd Edition, Springer Series in Computational
Mathematics

Hairer, Lubich, Wanner. Springer-Verlag, 2006. ISBN: 3540306633 [ Electronic Version ] - Simulating
Hamiltonian Dynamics, Cambridge Monographs on Applied and
Computational Mathematics

Leimkuhler, Reich, Cambridge University Press, 2005. ISBN: 0521772907 [ Electronic Version ]

- Your grade in the course is based on homework (25%), a midterm exam (25%), and a final exam (50%).