Course: Practical Numerical Analysis (2024-25)

Lecturer: Profile: Kathryn Gillow

Course Term: Michaelmas

Course Lecture Information: 8 lectures

Course Overview:

This course is based around a set of Matlab assignments, one per week. These cover a range of numerical analysis topics specializing in particular on the numerical solution of ODEs and PDEs. The lectures will go over the practical aspects required for each week's assignment, and discuss the results from the previous week's assignment when necessary. The lectures will focus on using Matlab to apply the Numerical Analysis theory learned in other classes.

Section outline

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General

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  Announcements Forum
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Course Materials
- Select activity Sheet 1
  
  Sheet 1 Assignment
  
  Opened: Thursday, 10 October 2024, 12:00 AM
  
  Due: Tuesday, 29 October 2024, 5:00 PM
  
  1D interpolation (including splines). The material for this sheet is contained in Lecture 1: Interpolation and Lecture 2: Splines.
- Select activity Sheet 2
  
  Sheet 2 Assignment
  
  Opened: Thursday, 17 October 2024, 12:00 AM
  
  Due: Tuesday, 5 November 2024, 5:00 PM
  
  Quadrature and rootfinding. The material for this sheet is contained in Lecture 3: Quadrature and Lecture 4: Rootfinding.
- Select activity Sheet 3
  
  Sheet 3 Assignment
  
  Opened: Saturday, 19 October 2024, 12:00 AM
  
  Due: Tuesday, 19 November 2024, 5:00 PM
  
  The \(\theta\)-method and Runge Kutta schemes for ODE initial value problems. The material for this sheet is contained in Lecture 5: Initial Value Problems: ODEs and Lecture 6: Initial Value Problems: ODEs.
- Select activity Sheet 4
  
  Sheet 4 Assignment
  
  Opened: Saturday, 19 October 2024, 12:00 AM
  
  Due: Tuesday, 3 December 2024, 5:00 PM
  
  Adaptive Runge-Kutta methods, linear multistep methods and the 1D heat equation. The material for this sheet is contained in Lecture 7: Initial Value Problems: ODEs and Lecture 8: 1D Parabolic PDEs: Finite Difference Methods.
- Select activity Publish guide (.m file)
  
  Publish guide (.m file)
- Select activity Publish guide (.pdf file)
  
  Publish guide (.pdf file)
- Select activity Introduction to Practical Numerical Analysis
  
  Introduction to Practical Numerical Analysis File
- Select activity Lecture 1: Interpolation
  
  Lecture 1: Interpolation File
- Select activity Lecture 2: Splines
  
  Lecture 2: Splines File
- Select activity Lecture 3: Quadrature
  
  Lecture 3: Quadrature File
- Select activity Lecture 4: Rootfinding
  
  Lecture 4: Rootfinding File
- Select activity Lecture 5: Initial Value Problems: ODEs
  
  Lecture 5: Initial Value Problems: ODEs File
  
  The \(\theta\)-method for solving initial value ODE problems.
- Select activity Lecture 6: Initial Value Problems: ODEs
  
  Lecture 6: Initial Value Problems: ODEs File
  
  Runge-Kutta schemes for solving ODE initial value problems.
- Select activity Lecture 7: Initial Value Problems: ODEs
  
  Lecture 7: Initial Value Problems: ODEs File
  
  Adaptive Runge-Kutta schemes & linear multistep methods.
- Select activity Lecture 8: 1D Parabolic PDEs: Finite Difference Methods
  
  Lecture 8: 1D Parabolic PDEs: Finite Difference Methods File
- Select activity Lecture 9: Parabolic PDEs: Finite Difference Methods
  
  Lecture 9: Parabolic PDEs: Finite Difference Methods File
Select section Intercollegiate Classes

Intercollegiate Classes
- Select activity Class Signup
  
  Class Signup Class registration
  
  Registration start: Monday, 7 October 2024, 12:00 PM
  
  Registration end: Friday, 8 November 2024, 12:00 PM
- Select activity Class Tutor's Comments
  
  Class Tutor's Comments Assignment
  
  Class tutors will use this activity to provide overall feedback to students at the end of the course.
  
  Not available unless: You have signed up to a class

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Section outline

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Intercollegiate Classes