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What is numerical analysis?

    Introduction Numerical analysis is a branch of Mathematics that deals with devising e?cient methods for obtaining numerical solutions to di?cult Mathematical problems. Most of the Mathematical problems that arise in science and engineering are very hard and sometime impossible to solve exactly.

What are the three parts of numerical analysis?

    Numerical analysis include three parts. The ?rst part of the subject is about the development of a method to a problem. The second part deals with the analysis of the method, which includes the error analysis and the e?ciency analysis.

Why do scientists use numerical approximation?

    Due to the immense development in the computational technology, numerical approximation has become more popular and a modern tool for scientists and engineers. As a result many scienti?c softwares are developed (for instance, Matlab, Mathematica, Maple etc.) to handle more di?cult problems in an e?cient and easy way.

What is the main application of numerical differentiation?

    Trueenough, the main application of numerical di?erentiation is not to computederivatives, but to solve di?erential equations, both ordinary and partial. Now, we will not fuss much about selecting nodes; we usual use simple,equidistant spacing (no ’Gaussian’ di?erentiating).

The Professor

The Class - Overview

The Class...

Introduction

Application

Numerical Analysis and Computing

Lecture Notes #01 - First Meeting

Joe Mahaffy,

?mahaffy@math.sdsu.edu?

Department of Mathematics

Dynamical Systems Group

Computational Sciences Research Center

San Diego State University

San Diego, CA 92182-7720

http://www-rohan.sdsu.edu/≂jmahaffy

Spring 2010

Joe Mahaffy,?mahaffy@math.sdsu.edu?Lecture Notes #01 - First Meeting - (1/26)

The Professor

The Class - Overview

The Class...

Introduction

Application

Outline

1The Professor

Contact Information, Office Hours

2The Class - Overview

Literature & Syllabus

Grading

CSU Employee Furloughs

Expectations and Procedures

3The Class...

Resources

Formal Prerequisites

4Introduction

The What? Why? and How?

5Application

Analysis

Joe Mahaffy,?mahaffy@math.sdsu.edu?Lecture Notes #01 - First Meeting - (2/26)

The Professor

The Class - Overview

The Class...

Introduction

Application

Contact Information, Office Hours

Contact Information

Office GMCS-593

Emailmahaffy@math.sdsu.edu

Web http://www-rohan.sdsu.edu/≂jmahaffy

Phone (619)594-3743

Office Hours MW: 1 - 2, 3 - 4),

and by appointment Joe Mahaffy,?mahaffy@math.sdsu.edu?Lecture Notes #01 - First Meeting - (3/26)

The Professor

The Class - Overview

The Class...

Introduction

Application

Literature & Syllabus

Grading

CSU Employee Furloughs

Expectations and Procedures

Basic Information: The Book

Title:

"Numerical Analysis,"

8th Edition

Authors:

Richard L. Burden &

J. Douglas Faires

Publisher:

Thomson - Brooks/Cole

ISBN:

0-534-39200-8

Joe Mahaffy,?mahaffy@math.sdsu.edu?Lecture Notes #01 - First Meeting - (4/26)

The Professor

The Class - Overview

The Class...

Introduction

Application

Literature & Syllabus

Grading

CSU Employee Furloughs

Expectations and Procedures

Basic Information: Syllabus

Chapter Title

1Mathematical Preliminaries

2Solutions of Equations in One Variable

3Interpolation and Polynomial Approximation

4Numerical Differentiation and Integration

6Direct Methods for Solving Linear Systems

8Approximation Theory

7Iterative Techniques in Matrix Algebra

Math 542: Numerical Solutions of Differential Equations5 Initial-Value Problems for ODEs

11 Boundary Value Problems for ODEs

Math 543: Numerical Matrix Analysis7 Iterative Techniques in Matrix Algebra9 Approximating Eigenvalues

Math 693a: Advanced Numerical Analysis (Numerical Optimization)

10 Numerical Solution of Nonlinear Systems of Equations

Math 693b: Advanced Numerical Analysis (Numerics for PDEs)

12 Numerical Solution of PDEs

Joe Mahaffy,?mahaffy@math.sdsu.edu?Lecture Notes #01 - First Meeting - (5/26)

The Professor

The Class - Overview

The Class...

Introduction

Application

Literature & Syllabus

Grading

CSU Employee Furloughs

Expectations and Procedures

Basic Information: Grading

Approximate Grading

Homework?40%

Midterm+30%

Final×30%

?Both theoretical, and implementation (programming) - Matlabwill be the primary programming language. However, you canprogram in other languages if desired, but the instructor maynot be able to help.

The midterm is likely to be part take-home and part in-class. Scheduled time: Wednesday, May 19, 15:30am-17:30pm. (Again likely to be part take-home and part in-class.) Joe Mahaffy,?mahaffy@math.sdsu.edu?Lecture Notes #01 - First Meeting - (6/26)

The Professor

The Class - Overview

The Class...

Introduction

Application

Literature & Syllabus

Grading

CSU Employee Furloughs

Expectations and Procedures

CSU Employee Furloughs - AY 2009-2010

Due to extraordinary budget cuts to the CSU, student fees have increased 32%,many sections have been cut and faculty will be required to takenine (9) unpaid furlough dayseach semester. This is the result of a dramatic cut to the CSU by the state after years of under-funding the system. Joe Mahaffy,?mahaffy@math.sdsu.edu?Lecture Notes #01 - First Meeting - (7/26)

The Professor

The Class - Overview

The Class...

Introduction

Application

Literature & Syllabus

Grading

CSU Employee Furloughs

Expectations and Procedures

Expectations and Procedures, I

Most class attendance is OPTIONAL - Homework and

announcements will be posted on the class web page. If/when you attend class: Joe Mahaffy,?mahaffy@math.sdsu.edu?Lecture Notes #01 - First Meeting - (8/26)

The Professor

The Class - Overview

The Class...

Introduction

Application

Literature & Syllabus

Grading

CSU Employee Furloughs

Expectations and Procedures

Expectations and Procedures, I

Most class attendance is OPTIONAL - Homework and

announcements will be posted on the class web page. If/when you attend class:

Please be on time.

Joe Mahaffy,?mahaffy@math.sdsu.edu?Lecture Notes #01 - First Meeting - (8/26)

The Professor

The Class - Overview

The Class...

Introduction

Application

Literature & Syllabus

Grading

CSU Employee Furloughs

Expectations and Procedures

Expectations and Procedures, I

Most class attendance is OPTIONAL - Homework and

announcements will be posted on the class web page. If/when you attend class:

Please be on time.

Please pay attention.

Joe Mahaffy,?mahaffy@math.sdsu.edu?Lecture Notes #01 - First Meeting - (8/26)

The Professor

The Class - Overview

The Class...

Introduction

Application

Literature & Syllabus

Grading

CSU Employee Furloughs

Expectations and Procedures

Expectations and Procedures, I

Most class attendance is OPTIONAL - Homework and

announcements will be posted on the class web page. If/when you attend class:

Please be on time.

Please pay attention.

Please turn off mobile phones.

Joe Mahaffy,?mahaffy@math.sdsu.edu?Lecture Notes #01 - First Meeting - (8/26)

The Professor

The Class - Overview

The Class...

Introduction

Application

Literature & Syllabus

Grading

CSU Employee Furloughs

Expectations and Procedures

Expectations and Procedures, I

Most class attendance is OPTIONAL - Homework and

announcements will be posted on the class web page. If/when you attend class:

Please be on time.

Please pay attention.

Please turn off mobile phones.

Please be courteous to other students and the instructor. Joe Mahaffy,?mahaffy@math.sdsu.edu?Lecture Notes #01 - First Meeting - (8/26)

The Professor

The Class - Overview

The Class...

Introduction

Application

Literature & Syllabus

Grading

CSU Employee Furloughs

Expectations and Procedures

Expectations and Procedures, I

Most class attendance is OPTIONAL - Homework and

announcements will be posted on the class web page. If/when you attend class:

Please be on time.

Please pay attention.

Please turn off mobile phones.

Please be courteous to other students and the instructor. Abide by university statutes, and all applicable local, state, and federal laws. Joe Mahaffy,?mahaffy@math.sdsu.edu?Lecture Notes #01 - First Meeting - (8/26)

The Professor

The Class - Overview

The Class...

Introduction

Application

Literature & Syllabus

Grading

CSU Employee Furloughs

Expectations and Procedures

Expectations and Procedures, II

Please, turn in assignments on time. (The instructor reserves the right not to accept late assignments.) Joe Mahaffy,?mahaffy@math.sdsu.edu?Lecture Notes #01 - First Meeting - (9/26)

The Professor

The Class - Overview

The Class...

Introduction

Application

Literature & Syllabus

Grading

CSU Employee Furloughs

Expectations and Procedures

Expectations and Procedures, II

Please, turn in assignments on time. (The instructor reserves the right not to accept late assignments.) The instructor will make special arrangements for students with documented learning disabilities and willtryto make accommodations for other unforeseen circumstances,e.g. illness, personal/family crises, etc. in a way that is fair toall students enrolled in the class.

Please contact the instructor

EARLY regarding special circumstances.

Joe Mahaffy,?mahaffy@math.sdsu.edu?Lecture Notes #01 - First Meeting - (9/26)

The Professor

The Class - Overview

The Class...

Introduction

Application

Literature & Syllabus

Grading

CSU Employee Furloughs

Expectations and Procedures

Expectations and Procedures, II

Please, turn in assignments on time. (The instructor reserves the right not to accept late assignments.) The instructor will make special arrangements for students with documented learning disabilities and willtryto make accommodations for other unforeseen circumstances,e.g. illness, personal/family crises, etc. in a way that is fair toall students enrolled in the class.

Please contact the instructor

EARLY regarding special circumstances.

Students are expectedand encouragedto ask questions in class! Joe Mahaffy,?mahaffy@math.sdsu.edu?Lecture Notes #01 - First Meeting - (9/26)

The Professor

The Class - Overview

The Class...

Introduction

Application

Literature & Syllabus

Grading

CSU Employee Furloughs

Expectations and Procedures

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