AER336: SCIENTIFIC COMPUTING (Winter 2014)

Instructor: Professor C. P. T. Groth

University of Toronto Institute for Aerospace Studies (UTIAS) Phone: 4166677715 E-mail: groth@utias.utoronto.ca

Course Description
This course provides a rst introduction to numerical methods for scientic computation which are relevant to engineering problems. Topics addressed include interpolation, integration, linear systems, least-squares tting, nonlinear equations and optimization, initial value problems, partial dierential equations, and relaxation methods. The tutorials and assignments make extensive use of MATLAB. Assignments also require knowledge of FORTRAN, C, or C++. Textbook: Introduction to Scientic Computing (recommended) by C. F. Van Loan 2nd Edition, Prentice-Hall, 2000 Lectures: Tuesdays, 9-11 am, GB 119 Thursdays, 4-6 pm, BA 1240 Tutorials: Tuesdays & Thursdays, GB 119 & BA 1240 Teaching Assistant: Jenmy Zhang, Phone: (416) 667-7701, E-mail: jenmyzm.zhang@utoronto.ca Assignments: Assignment Assignment Assignment Assignment Assignment Assignment Marks: #1, #2, #3, #4, #5, #6, Due: Due: Due: Due: Due: Due: January 23, 2014. February 6, 2014. February 25, 2014. March 11, 2014. March 25, 2014. April 8, 2014.

2.0% for ve mini assignments 18.0% for the six assignments (listed above) 15.0% for term test #1, Date: March 4, 2014 15.0% for term test #2, Date: April 1, 2014 50.0% for nal exam, Date: April, 2014. All tests and exams are type X (open book) and permit use of type 1 calculators.

Web Site: See University of Toronto Portal Site: https://portal.utoronto.ca

Outline
1. Introduction Information and Outline What is Scientic Computing? Learning to Use MATLAB 2. Polynomial Interpolation Global Polynomial Interpolation Vandermonde Approach Lagrange Polynomials Piecewise Polynomial Interpolation Linear, Quadratic, and Cubic Splines 3. Numerical Integration Newton-Cotes Rules Trapezoidal Method Simpsons Method Composite Rules and Adaptive Quadrature Spline Quadrature Gauss Quadrature 4. Linear Systems of Equations LU Decomposition Pivoting Thomas Algorithm for Tridiagonal Systems Iterative Methods Jacobi and Gauss-Seidel Methods 5. Least Squares Fitting Linear Regression Normal Equations QR Factorization 6. Nonlinear Equations and Optimization Roots of Scalar Nonlinear Equations Bisection Method ii

 Newtons Method Secant Method Systems of Nonlinear Equations Minimizing Univariate Functions Golden Section Search Newtons Method Minimizing Multivariate Functions Method of Steepest Descent Newtons Method 7. Numerical Dierentiation Finite-Dierence Methods Forward, Backward, and Central Dierence Methods Taylor Tables 8. Numerical Solution of Ordinary Dierential Equations Initial and Boundary Value Problems Systems of ODEs and Higher-Order ODEs Time Marching Methods Linear Multistep Methods (LMMs) Explicit and Implicit Euler Methods Trapezoidal Method Adams-Bashforth and Adams-Moulton Methods Predictor-Corrector Methods Heuns (MacCormacks) Method Burstein Method Runge-Kutta Methods 9. Numerical Solution of Partial Dierential Equations Model Equations Linear Convection (Advection) Equation Linear Diusion Equation Semi-Discrete Approach and Reduction of PDEs to ODEs 10. Numerical Analysis of Time Marching Methods Representative Linear First-Order ODE Analytic Solution Ordinary Dierence Equations iii

 Converting Time Marching Methods to Ordinary Dierence Equations Solution of Ordinary Dierence Equations Accuracy and Stability of Time Marching Methods 11. Relaxation Methods Classical Relaxation Methods Point-Jacobi Gauss-Seidel Successive Overrelaxation (SOR) Ordinary Dierence Equation Approach to Classical Relaxation Methods

References
Textbook: Introduction to Scientic Computing, 2nd Edition, by C. F. Van Loan, PrenticeHall, 2000. Useful Reference: Fundamentals of Computational Fluid Dynamics, by H. Lomax, T. H. Pulliam, and D. W. Zingg, Springer, 2001. Analysis of Numerical Methods, by E. Isaacson and H. B. Keller, Dover, 1966. Numerical Methods for Scientists and Engineers, by R. W. Hamming, Dover, 1973. An Introduction to Numerical Computations, by S. Yakowitz and F. Szidarovszky, Macmillan Publishing, 1989. Numerical Methods for Engineers and Scientists, by J. D. Homan, McGraw-Hill, 1992. Numerical Recipes in FORTRAN, The Art of Scientic Computing, Second Edition, W. H. Press, S. A Teukolsky, W. T. Vetterling, and B. P. Flannery, Cambridge University Press, 1992. Scientic Computing and Dierential Equations, by G. H. Golub and J. M. Ortega, Academic Press, 1992. Numerical Methods for Engineers, by B. M. Ayyub, Prentice Hall, 1996. Numerical Methods for Engineers, With Programming and Software Applications, by S. C. Chapra and R. P. Canale, McGraw-Hill, 1998. Numerical Methods, Second Edition, by J. D. Faires and R. L. Burden, Brooks/Cole Publishing, 1998. Numerical Analysis, 7th Edition, by R. L. Burden and J. D. Faires, Brooks/Cole Publishing, 2000.

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