Wen

c Shen 2018. All rights reserved.

CMPSC/MATH 451 WEB: Numerical Computation, Course Syllabus, Summer 2018

Instructor: Wen Shen, Professor, Department of Mathematics.

Assistant Instructor: Wenrui Hao, Assistant Professor, Department of Mathematics.

Teaching Assistant: Yushuang Luo, Graduate student, Department of Mathematics.

Email Contacts: wxs27@psu.edu, wxh64@psu.edu, yzl55@psu.edu

Internet and computer specs.

This is an online course, and all the learning and assessments occur online through Canvas. It is
the students responsibility to make sure that stable high speed internet is available throughout
the course period. This is particularly important to students that are traveling to a foreign
country during the summer. Assessments (quizzes and exams) are also conducted online, with
online proctoring for the exam, where certain specifications must be met with your computer.
Please make sure that you can meet those specs. If you shall realize that you can NOT meet
these requirements, we recommend you to drop the course before the drop deadline.
This course require you to take exams using certain proctoring software that uses your computer’s
webcam or other technology to monitor and/or record your activity during exams. The proctor-
ing software may be listening to you, monitoring your computer screen, viewing you and your
surroundings, recording and storing any and all activity (including visual and audio recordings)
during the proctoring process. By enrolling in this course, you consent to the use of the proc-
toring software selected by your instructor, including but not limited to any audio and/or visual
monitoring which may be recorded. Please contact your instructor with any questions.

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.

1. Introduction and some background: Representation of numbers in different bases, Floating

point representation, Loss of significance, Review of Taylor series.

2. Algorithms for polynomial interpolation: Lagrange form, Newton’s form, Existence and
uniqueness, Error estimates.

3. Spline: Linear spline, Natural cubic spline.

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.

Course Grades guideline:

15% homework + 40% quizzes + 45% final exam.
Here is a possible formula to compute your final grade. Let h, q, f be your grades for the three
categories. Let H, Q, F be the total number of points in those three categories. Then your grade
G, as percentage, is computed as

h q f
G = 15 + 40 + 45 .
H Q F

Letter grades cut-offs guideline: ≥ 90% ≈ A, ≥ 80% ≈ B, ≥ 70% ≈ C, ≥ 60% ≈ D.

These cut-offs may be lowered but not increased.
There will be no extra credit work beyond these standard course work!

Questions, Problems, or Comments.

If you have questions or concerns about the course, please feel free to contact the instructor and
the TA. If further guidance is needed, you may contact Dr James Sellers <jxs23@psu.edu>, the
Director for Undergraduate Study at Math Department.

ACADEMIC INTEGRITY STATEMENT:

All Penn State policies regarding ethics and honorable behavior apply to this course. For more
information see:
http://www.science.psu.edu/academic/Integrity/index.html
Academic integrity is the pursuit of scholarly activity in an open, honest and responsible manner.
Academic integrity is a basic guiding principle for all academic activity at The Pennsylvania State
University, and all members of the University community are expected to act in accordance with
this principle. Consistent with this expectation, the University?s Code of Conduct states that all
students should act with personal integrity, respect other students? dignity, rights and property,
and help create and maintain an environment in which all can succeed through the fruits of their
efforts.
Academic integrity includes a commitment by all members of the University community not to
engage in or tolerate acts of falsification, misrepresentation or deception. Such acts of dishonesty
violate the fundamental ethical principles of the University community and compromise the worth
of work completed by others.
In particular, these include: original individual homework submission, individual assessment
through quizzes, and individual (proctored online) final exam.
There are various cheating services online or in-person. The usage of these services is a violation
of the academic integrity, and will be prosecuted.

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All violations will be reported to the Integrity Office and handled accordingly.

DISABILITY ACCOMMODATION STATEMENT:

Penn State welcomes students with disabilities into the University’s educational programs. Every
Penn State campus has an office for students with disabilities. Student Disability Resources
(SDR) website provides contact information for every Penn State campus
(http://equity.psu.edu/sdr/disability-coordinator).
For further information, please visit Student Disability Resources website
(http://equity.psu.edu/sdr/).
In order to receive consideration for reasonable accommodations, you must contact the appro-
priate disability services office at the campus where you are officially enrolled, participate in an
intake interview, and provide documentation: See documentation guidelines
(http://equity.psu.edu/sdr/guidelines).
If the documentation supports your request for reasonable accommodations, your campus dis-
ability services office will provide you with an accommodation letter. Please share this letter
with your instructors and discuss the accommodations with them as early as possible. You must
follow this process for every semester that you request accommodations.

Tentative Semester Schedule:

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!