Beruflich Dokumente
Kultur Dokumente
Course text:
Wen Shen. An Introduction to Numerical Computation. World Scientific, 2016. ISBN: 9789814730068.
The publisher agreed to cut the price of the book (hard cover), and to offer my student a further
discount with free shipping, if ordered directly from their web:
http://www.worldscientific.com/worldscibooks/10.1142/9844
After the price cut, the book is $58. My students can get a further 25% off by using the promo
code WSSHEN25.
The book is accompanied by two sets of videos, both available from my youtube channel at
https://www.youtube.com/user/wenshenpsu
One set is live recordings of (almost) all lectures during the spring 2015 semester. I made a
playlist, and you can access it directly at
https://www.youtube.com/playlist?list=PLbxFfU5GKZz29nXsWchAN1c3WsgiMiSXd&spfreload=10
I suggest that you subscribe to my channel, for a more pleasant viewing experience, if you decide
to utilize youtube.
Another set of videos, which consists of shorter videos, each for a specific topic, without audience,
are available through a second playlist, which can be found at
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https://www.youtube.com/playlist?list=PLbxFfU5GKZz3eiOEkcl2By5pYO2CJxZK7&spfreload=10
These videos will also be available through Penn State Streaming system. You will find the links
on Canvas, accessible week-by-week.
Copyrights of Course Material. All course materials are copyright protected, where the
instructor owns the copyright. You may download the video handouts, homeworks and answers
etc, for the use within this course. Any sharing of the content outside this course is strictly
prohibited.
Prerequisites: 3 credits for programming + MATH 230/231. In words, calculus (Math 230/231),
and some basic programming knowledge. You would also need some linear algebra (Math 220)
and some Differential equations (Math 250/251). Existing knowledge on Matlab will make the
course easier.
Students may take only one course for credit from CMPSC/MATH 451 and CMPSC/Math
455/456. Students wishing to learn more detailed knowledge about numerical analysis and sci-
entific computing may consider to take the sequence CMPSC/Math 455-456.
Course Content: The course covers various basic topics on numerical computation.
2. Algorithms for polynomial interpolation: Lagrange form, Newton’s form, Existence and
uniqueness, Error estimates.
4. Numerical integration: Trapezoid Rule, Simpson’s scheme, Adaptive Trapezoid rule, Romberg
Algorithm, Adaptive recursive Simpson’s scheme.
5. Roots of nonlinear equations: Bisection method, Fixed point iteration, Newton’s iteration,
Secant method.
6. Systems of linear equations: Direct methods (Simple Gauss elimination, Gauss elimina-
tion with partial pivoting, Tridiagonal and banded systems, LU factorization), Fixed-point
iterative methods (Jacobi method, Gauss Seidal method, SOR method).
7. Method of least squares (smoothing of data): Linear least square, Some quasilinear and
nonlinear examples.
8. Numerical methods for ordinary differential equations: Taylor series methods, Runge-Kutta
methods (Euler, Huen, RK4), Adaptive RK method, Multi-step methods.
9. System of ordinary differential equations: Methods for first order systems, Higher order
equations and systems.
10. Two-point boundary value problems, shooting method and finite difference method.
11. Finite difference method for some partial differential equations, including Laplace equation
in 2D and heat equation in 1D.
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The course emphasizes on computational properties and algorithm implementation. Matlab will
be used as the programming tool for the computer projects of the course. Learning to use Matlab
will be an important part of the course. Matlab is available on all computers on Campus. It is
also available through webapps, after logged with with PSU account, through
https://webapps.psu.edu
Other computing program. Since Matlab license is only available on campus computers and
webapps, it might be a bit inconvenient to use, especially if you are off-campus. A good alternative
is Scilab, an open source “clone” of Matlab which is available for all major computer platform
(Windows, Linux and Mac) from their web:
www.scilab.org
The programming language there is very close to Matlab, that most codes can run with minimum
adjustment. You are free to use this instead of Matlab.
However, detailed instruction on Scilab will not be provided in this course. I recommend that only
students with sufficient knowledge on Matlab and programming should attempt to use Scilab.
A few words on programming: Programming will be an important part of the course. Every
method and algorithm we learn will be coded in Matlab. If you do not have any experience on
programming, it will be a serious drawback. In this course we offer guide/tutorial only on specific
programming details in Matlab, which is not suitable for complete beginners.
Online Discussion Forum Through Canvas. Office hours will be held in the form of online
discussion forum through Canvas. Every student must join the Canvas group for this course.
You may post questions regarding the videos, home work problems, or any questions on Canvas.
This is the quickest and most efficient way to get a prompt answer from the instructor and TA.
Students are encouraged to answer any questions asked by their fellow students. Canvas will be
our main communication and discussion mean.
If you shall have any confidential questions regarding grades etc, you should send a personal
email to the instructor.
Home works.
There is a homework set for each chapter. Students are required to complete all problems in the
set, with the pace of one chapter per week. About half of the home work will be programming
oriented, i.e., to use Matlab to solve problems. Students would be required to spend quite some
time working with a computer.
All homework projects are individual. Although it is OK to study together in a discus-
sion group, each student must turn in their individual original work. Duplicated works will be
considered a violation of academic integrity, and will be handled accordingly.
All home works shall be submitted through Canvas. There will be a homework assignment setup
for each week.
LaTeX: We encourage the students to typeset their home works with LaTeX, a typesetting tool
specially suitable for mathematical writings. This will be a very useful tool for your professional
development. Bonus points will be given to those students who utilize LaTeX.
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Canvas discussion forum also support LaTeX for mathematical formulas, making it more con-
venient to post questions and answer with mathematical expressions – another reason to learn
LaTeX!
LaTeX compilers are open source and free, for all major platforms (Windows, Mac, Linux). See
following web for details:
http://latex-project.org/ftp.html
Various free online compilers are available as well, which offers the advantage of NOT having to
download or install a software. For example, the following web online require opening an account
(which is free):
https://www.sharelatex.com
Sample LaTeX files, specially suitable for homework submissions, will be available on Canvas, so
you can download them and use as template for your homeworks.
If you do not want to learn LaTeX, you may choose to complete your homework by hand (with
neat and legible handwriting, please!), and upload the scanned version in to the corresponding
assignment on Canvas.
Scan app. We recommend you to use the APP “CamScanner” or “Genius Scan - PDF Scanner”,
available for free in Appstore or GooglePlay, and save your scanned file in PDF format. We only
accept PDF format files; this makes it easier for the grader to grade with annotation.
You should also upload your Matlab source code, along with the results of your program (data
output, plots etc), into the assignment Box in Canvas.
All problems in a homework set must be completed, but only selected problems will be graded.
Incomplete homework submission will only receive partial credits.
Detailed answers to all problems will be posted automatically after the due date.
Following the general policy of the Math Department, late home works would NOT be accepted
with any excuses. Any missing homework will receive a grade of 0 point.
As a compensation, the worst homework grade will be dropped.
Online office hour and webinar. We plan to arrange weekly online office hour / webinar
through “zoom”. Details will be posted on Canvas.
Quizzes.
There will be an online quiz on Canvas for each chapter/week, after the home work submission.
Each quiz is worth 30 points. You have one attempt, so be well prepared before you start the
quiz.
Quizzes are individual assessment, and students must take the quiz on their own. Collaboration
with quizzes are considered an violation of academic integrity, and will be reported.
Following the general policy of the Math Department, no makeup quizzes will be allowed with
any excuses. Please make sure that you have internet access and keep up with the pace, week by
week.
As a compensation, the worst quiz grade will be dropped.
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Final Exam.
At the end of the semester there will be a comprehensive final exam, during the period around
August 6 – August 11, 2018 (tentatively). The exam is online, through Canvas, and will be
proctored by an online proctoring service Examity. For details on signing up for the exam, system
requirement, setups, and related information, please read the corresponding post on Canvas.
A practice final exam will be available the week before the final exam.
The final exam will have 200 points.
h q f
G = 15 + 40 + 45 .
H Q F
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All violations will be reported to the Integrity Office and handled accordingly.
There will be 12 weeks for this semester. There are 11 chapters in the textbook. We will cover
one chapter per week. Some chapters might be heavier than the others, and you might experience
slightly varying work load in different weeks. The last week is for final review.
Week Topics
May 14 – Ch 1, Computer arithmetic
May 21 – Ch 2, Polynomial interpolation
May 28– Ch 3, Splines
June 4 – Ch 4, Numerical integration
June 11– Ch 5, Numerical solution of nonlinear equations
June 18– Ch 6, Direct methods for linear systems
June 25– Ch 7, Fixed point iterative solvers for linear systems
July 2– Ch 8, Least Squares
July 9– Ch 9, Numerical methods for ODEs
July 16– Ch 10, Two-point boundary value problems
July 23– Ch 11, Laplace equation and heat equations
July 30 – Review and final exam
Important final remark: This is going to be a challenging course. Be prepared to work hard,
and learn tons of interesting, useful and exciting stuff!