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The Class...

Introduction

Application

The Professor

The Class Overview

The Class...

Introduction

Application

Outline

Numerical Analysis and Computing

The Professor

Contact Information, Office Hours

Literature & Syllabus

Grading

CSU Employee Furloughs

Expectations and Procedures

Department of Mathematics

San Diego, CA 92182-7720

The Class...

Resources

Formal Prerequisites

Introduction

The What? Why? and How?

Application

Analysis

Joe Mahaffy,

hmahaffy@math.sdsu.edui

Dynamical Systems Group

Computational Sciences Research Center

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

Spring 2010

Joe Mahaffy, hmahaffy@math.sdsu.edui

The Professor

The Class Overview

The Class...

Introduction

Application

(1/26)

The Professor

The Class Overview

The Class...

Introduction

Application

Contact Information

(2/26)

Grading

CSU Employee Furloughs

Expectations and Procedures

Title:

Numerical Analysis,

8th Edition

Office

Email

Web

Phone

Office Hours

Authors:

Richard L. Burden &

J. Douglas Faires

GMCS-593

mahaffy@math.sdsu.edu

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

(619)594-3743

MW: 1 2, 3 4),

and by appointment

Publisher:

Thomson Brooks/Cole

ISBN:

0-534-39200-8

(3/26)

(4/26)

The Professor

The Class Overview

The Class...

Introduction

Application

The Professor

The Class Overview

The Class...

Introduction

Application

Grading

CSU Employee Furloughs

Expectations and Procedures

Chapter Title

1

Mathematical Preliminaries

2

Solutions of Equations in One Variable

3

Interpolation and Polynomial Approximation

4

Numerical Differentiation and Integration

6

Direct Methods for Solving Linear Systems

8

Approximation Theory

7

Iterative Techniques in Matrix Algebra

Math 542: Numerical Solutions of Differential Equations

5

Initial-Value Problems for ODEs

11

Boundary Value Problems for ODEs

Math 543: Numerical Matrix Analysis

7

Iterative Techniques in Matrix Algebra

9

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, hmahaffy@math.sdsu.edui

The Professor

The Class Overview

The Class...

Introduction

Application

Grading

CSU Employee Furloughs

Expectations and Procedures

(5/26)

Approximate Grading

Homework

Midterm+

Final

will be the primary programming language. However, you can

program in other languages if desired, but the instructor may

not be able to help.

(Again likely to be part take-home and part in-class.)

Joe Mahaffy, hmahaffy@math.sdsu.edui

The Professor

The Class Overview

The Class...

Introduction

Application

Grading

CSU Employee Furloughs

Expectations and Procedures

40%

30%

30%

(6/26)

Grading

CSU Employee Furloughs

Expectations and Procedures

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

you attend class:

increased 32%, many sections have been cut and faculty will be

required to take nine (9) unpaid furlough days each semester.

Please be on time.

Please pay attention.

This is the result of a dramatic cut to the CSU by the state after

years of under-funding the system.

Please be courteous to other students and the instructor.

Abide by university statutes, and all applicable local, state, and

federal laws.

(7/26)

(8/26)

The Professor

The Class Overview

The Class...

Introduction

Application

The Professor

The Class Overview

The Class...

Introduction

Application

Grading

CSU Employee Furloughs

Expectations and Procedures

the right not to accept late assignments.)

The instructor will make special arrangements for students

with documented learning disabilities and will try to make

accommodations for other unforeseen circumstances, e.g.

illness, personal/family crises, etc. in a way that is fair to all

students enrolled in the class. Please contact the instructor

EARLY regarding special circumstances.

Students are expected and encouraged to ask questions in

class!

Students are expected and encouraged to to make use of

office hours! If you cannot make it to the scheduled office

hours: contact the instructor to schedule an appointment!

Joe Mahaffy, hmahaffy@math.sdsu.edui

The Professor

The Class Overview

The Class...

Introduction

Application

(9/26)

reserves the right to schedule make-up exams, make such

exams oral presentation, and/or base the grade solely on other

work (including the final exam).

Missed final exam: Dont miss the final! Contact the

instructor ASAP or a grade of incomplete or F will be

assigned.

Academic honesty: submit your own work but feel free to

discuss homework with other students in the class!

The Professor

The Class Overview

The Class...

Introduction

Application

Grading

CSU Employee Furloughs

Expectations and Procedures

Honesty Pledges, I

(10/26)

Grading

CSU Employee Furloughs

Expectations and Procedures

Honesty Pledges, II

programs you submit (as part of homework and/or projects):

I, (your name), pledge that this program is completely my own

work, and that I did not take, borrow or steal code from any

other person, and that I did not allow any other person to use,

have, borrow or steal portions of my code. I understand that if

I violate this honesty pledge, I am subject to disciplinary action

pursuant to the appropriate sections of the San Diego State

University Policies.

I, (your name), pledge that this report is completely my own

work, and that I did not take, borrow or steal any portions

from any other person. Any and all references I used are

clearly cited in the text. I understand that if I violate this

honesty pledge, I am subject to disciplinary action pursuant to

the appropriate sections of the San Diego State University

Policies. Your signature.

Grading

CSU Employee Furloughs

Expectations and Procedures

(11/26)

(12/26)

The Professor

The Class Overview

The Class...

Introduction

Application

The Professor

The Class Overview

The Class...

Introduction

Application

Resources

Formal Prerequisites

Computer Resources

(username/password next class meeting).

You can also use the Rohan Sun Enterprise system or another

capable system.

How to open a ROHAN account:

http://www-rohan.sdsu.edu/raccts.shtml

You may also want to consider buying the student version of

Matlab: http://www.mathworks.com/

The Professor

The Class Overview

The Class...

Introduction

Application

(13/26)

II of II

106 Intro to Programming: FORTRAN

Problem solving using a computer, design of algorithms.

107 Intro to Programming: JAVA

Programming methodology and problem solving. Basic

concepts of computer systems, algorithm design and

development, data types, program structures.

205 Intro to Programming and Visualization

Problem solving skills for science, computing/software

tools of computational science, computer communications, programming and visualization.

Joe Mahaffy, hmahaffy@math.sdsu.edui

Vector analysis, divergence and Stokes theorem, integral

theorems. Matrix analysis, eigenvalues and eigenvectors,

diagonalization.

Introduction to ODEs.

Computer

software for matrix applications, solving, and graphing

differential equations.

The Professor

The Class Overview

The Class...

Introduction

Application

Resources

Formal Prerequisites

I of II

254 Introduction to Linear Algebra

Matrix Algebra, Gaussian elimination, determinants,

vector spaces, linear transformations, orthogonality,

eigenvalues and eigenvectors.

recommended.

Resources

Formal Prerequisites

(15/26)

(14/26)

Resources

Formal Prerequisites

Don Short for extensive access to their experience and notes

for this course.

I will borrow heavily, edit, and post on the web the notes and

homework assignments created from these past instructors,

especially Peter Blomgren.

(16/26)

The Professor

The Class Overview

The Class...

Introduction

Application

The Professor

The Class Overview

The Class...

Introduction

Application

powertool

powertool

powertool

tool

Polynomial Interpolation.

tool

foundation

Taylors Theorem.

foundation

Weierstrass Theorem.

The Professor

The Class Overview

The Class...

Introduction

Application

(17/26)

Q:

A:

cannot be solved exactly.

Q:

A:

Image processing / computer vision, computer graphics (rendering, animation), climate modeling, weather predictions,

virtual crash-testing of cars, medical imaging (CT = Computed Tomography), AIDS research (virus decay vs. medication),

financial math...

Joe Mahaffy, hmahaffy@math.sdsu.edui

Lecture Notes #01 First Meeting

(18/26)

The Professor

The Class Overview

The Class...

Introduction

Application

Analysis

Genetic Control by Repression

Computers are getting faster, but the computers speed is only

one (a big one for sure!) part of the overall performance for a

computation...

Computing speed depends on FLOPS (floating-point operations or number of additions and multiplications) and memory

accesses. These are largely questions of computer architecture

and wont be examined in this course much.

Numerical Algorithms are the center of this course, and their

efficiency affects performance.

Joe Mahaffy, hmahaffy@math.sdsu.edui

(19/26)

(20/26)

The Professor

The Class Overview

The Class...

Introduction

Application

The Professor

The Class Overview

The Class...

Introduction

Application

Analysis

concentration of the tryptophan (endproduct). This process is

often called endproduct inhibition, and it is a negative feedback

system. These systems, especially with delays, can result in

oscillatory behavior.

dx1 (t)

dt

dx2 (t)

dt

Analysis

R = 2.

MatLab simulation uses package DDE23. You will study a related

algorithm in Math 542, the Runge-Kutta-Felberg method for

integrating ordinary differential equations (numerically solving the

ODE).

a1

b1 x1 (t)

1 + kx2n (t R)

Repression Model

1.8

1.7

1.6

= a2 x1 (t) b2 x2 (t)

1.5

1.4

1.3

infinite dimensional because of the need for initial data including a

history of the solution on the interval [R, 0].

Joe Mahaffy, hmahaffy@math.sdsu.edui

The Professor

The Class Overview

The Class...

Introduction

Application

(21/26)

1.2

1.1

mRNA

Tryptophan

1

MatLab code available from Website.

The Professor

The Class Overview

The Class...

Introduction

Application

Analysis

Equilibrium Analysis

10

t

12

14

16

18

20

(22/26)

Analysis

Characteristic Equation

finding all equilibria for the system.

behavior near an equilibrium.

found like one does for ordinary differential equations (Math

537), but the result is an exponential polynomial with an infinite

number of solutions.

R

b1 f (

x

)e

2

=0

a2

b2

a1

b1 x1 = 0

1 + k x2n

a2 x1 b2 x2 = 0

This gives a system of nonlinear equations equal to zero, which

usually require numerically methods to approximate the equilibria. Here it easily reduces to a nonlinear scalar equation,

f (x) = 0, which early in this course, we learn to solve.

b1 b2

b2

a1

x2 = 0 with x1 = x2

n

1 + k x2

a2

a2

Joe Mahaffy, hmahaffy@math.sdsu.edui

(23/26)

( + b1 )( + b2 ) a2 f (

x2 )e R = 0

Need to find complex solutions to this equation.

Joe Mahaffy, hmahaffy@math.sdsu.edui

(24/26)

The Professor

The Class Overview

The Class...

Introduction

Application

The Professor

The Class Overview

The Class...

Introduction

Application

Analysis

suggests that all eigenvalues have negative real part.

The characteristic equation is studied by letting = + i,

which gives

x2 )e

Analysis

(cos(R)i sin(R)) = 0

and imaginary parts equal to zero. Solving two nonlinear

equations in two unknowns uses vector and matrix methods to

extend our technique for solving f (x) = 0. We may get to these

algorithms in this class, but they certainly appear in Math 693A.

for solving these problems. MatLab allows users to examine

the coding algorithm, so knowledge from this course helps you

better choose amongst different packages.

We employed Maples fsolve routine, and the first three pairs

of eigenvalues with the largest imaginary parts are found.

1,2 = 0.19423 0.98036i

3,4 = 0.55573 3.9550i

5,6 = 0.0.68084 7.07985i

These eigenvalues show the damped oscillatory behavior and

indicate the intervals between maxima are about 2 time units.

Maple code available from Website.

(25/26)

(26/26)

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