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THE CATHOLIC UNIVERSITY OF AMERICA

SCHOOL OF ENGINEERING
DEPARTMENT OF ELECTRICAL ENGINEERING AND COMPUTER SCIENCE
CSC 380 - 01 Numerical Analysis and Optimization
Spring 2011

Credit Hours: 3
Classroom: Pangborn G003
Days and hours of class meetings: Mon, Wed, Fri 10:10AM - 11:00AM
Instructor contact information:
Name: Prof. Esam El-Araby
Office Location: Pangborn Hall, Room 314A
Phone: (202) 319-5299
E-mail: aly@cua.edu
Office Hours: Mon, Wed, Fri 3:00PM - 4:00PM

Course Description
Numerical Analysis and Optimization methods to solve practical problems in computer science, business,
engineering and science. Practical problem solving based on analyzing empirical, experimental or measured data
where the precise mathematical model is approximated or not necessarily known. Limitations, trade-offs and
margins of error are evaluated for various practical examples such as network traffic, engineering, science and
business applications. MATLAB and/or C++ are used for computational problem solving. Suitable for computer
science, mathematics, engineering, and business majors.

Prerequisites
Math 122; Recommended: Background in computer programming such as Visual Basic, C++ and/or MATLAB.

Recommended Text
Title: Numerical Methods for Engineers, 6th Edition
Authors: Steven C. Chapra, Raymond P. Canale
Publisher: McGraw-Hill, 6th Edition, 2010
ISBN-10: 0073401064
ISBN-13: 978-0073401065

Topics to be covered
1. Importance of computers and the role of approximations and errors in the implementation and development
of numerical methods.
2. Roots of equations and their usage in a wide variety of engineering problems.
3. Linear algebraic equations and their application in many fields of engineering.
4. A wide variety of engineering problems dealing with optimization.
5. Curve-Fitting and regression analysis.
6. Numerical integration and differentiation and their application for engineering problem solving.
7. Ordinary differential equations and eigenvalue problems. [TBD*]
8. Partial differential equations. [TBD*]
Course Schedule - *Tentative*
Week # Day Date Topic Covered Due Dates
Mon 10-Jan Course Objectives and Introduction
1 Wed 12-Jan Ch1 - Mathematical Modeling and Engineering Problem Solving
Fri 14-Jan Ch2 - Programming and Software
Mon 17-Jan Rev. Martin Luther King, Jr., Day (Holiday)
2 Wed 19-Jan Ch3 - Approximations and Round-Off Errors
Fri 21-Jan Ch4 - Truncation Errors and the Taylor Series Assignment 1
Mon 24-Jan Part 2 & Ch5 - Roots of Equations (Bracketing Methods)
3 Wed 26-Jan Ch6 - Open Methods
Fri 28-Jan Ch7 - Roots of Polynomials
Mon 31-Jan Ch8 - Case Studies: Roots of Equations Assignment 2
4 Wed 02-Feb Part 3 - Linear Algebraic Equations
Fri 04-Feb Ch9 - Gauss Elimination
Mon 07-Feb Ch10 - LU Decomposition and Matrix Inversion
5 Wed 09-Feb Ch11 - Special Matrices and Gauss-Seidel
Fri 11-Feb Ch12 - Case Studies: Linear Algebraic Equations Assignment 3
Mon 14-Feb Part 4 - Optimization
6 Wed 16-Feb Ch13 - One-Dimensional Unconstrained Optimization
Fri 18-Feb Ch14 - Multidimensional Unconstrained Optimization
Mon 21-Feb Ch15 - Constrained Optimization
7 Wed 23-Feb Ch16 - Case Studies: Optimization Assignment 4
Fri 25-Feb Mid-term Exam
Mon 28-Feb Part 5 - Curve Fitting
8 Wed 02-March Ch17 - Least Squares Regression
Fri 04-March Ch18 - Interpolation
Mon 07-March
9 Wed 09-March Spring Recess
Fri 11-March
Mon 14-March Ch19 - Fourier Approximation
10 Wed 16-March Ch20 - Case Studies: Curve Fitting Assignment 5
Fri 18-March Part 6 - Numerical Differentiation and Integration
Mon 21-March Ch21 - Newton-Cotes Integration Formulas
11 Wed 23-March Ch22 - Integration of Equations
Fri 25-March Ch23 - Numerical Differentiation
Mon 28-March Ch24 - Case Studies: Numerical Integration and Differentiation Assignment 6
12 Wed 30-March Part 7 - Ordinary Differential Equations [TBD*]
Fri 01-April Ch25 - Runge-Kutta Methods) [TBD*]
Mon 04-April Ch26 - Stiffness and Multistep Methods [TBD*]
13 Wed 06-April Ch27 - Boundary-Value and Eigenvalue Problems [TBD*]
Fri 08-April Ch28 - Case Studies: Ordinary Differential Equations [TBD*] Assignment 7*
Mon 11-April Part 8 - Partial Differential Equations [TBD*]
14 Wed 13-April Ch29 - Finite Difference: Elliptic Equations [TBD*]
Fri 15-April Ch30 - Finite Difference: Parabolic Equations [TBD*]
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Mon 18-April Ch31 - Finite-Element Method [TBD*]
15 Wed 20-April Ch32 - Case Studies: Partial Differential Equations [TBD*] Assignment 8*
Fri 22-April Easter Recess
Mon 25-April Easter Recess
16 Wed 27-April Course Summary
Fri 29-April (Last Day of Classes)
Mon 02-May No Classes
17 Wed 04-May
Final Examination Period
Fri 06-May

* These topics may be skipped if there are time constraints

Course Format:
Classes will be held on Mondays, Wednesdays, and Fridays. At the end (Case Studies) of each major Part of the
textbook, assignments for that Part will be given and assignments from the previous Part will be collected. Unless
otherwise stated, the assignments will by default be the odd numbered problems at the end of each chapter.

Course Assessment Plan


The course grade will be based on the assignments, mid-term as well as final exam. The weights assigned to each of
these are as follows:
1. Assignments 25 %
2. Mid-term Exam 35 %
3. Final Exam 40 %

Expectations and policies


Academic honesty: Academic honesty is expected of all CUA students. Faculty are required to initiate the
imposition of sanctions when they find violations of academic honesty, such as plagiarism, improper use of
a student’s own work, cheating, and fabrication.
The following sanctions are presented in the University procedures related to Student Academic Dishonesty
(from http://policies.cua.edu/academicundergrad/integrityprocedures.cfm): “The presumed sanction for
undergraduate students for academic dishonesty will be failure for the course. There may be circumstances,
however, where, perhaps because of an undergraduate student’s past record, a more serious sanction, such
as suspension or expulsion, would be appropriate. In the context of graduate studies, the expectations for
academic honesty are greater, and therefore the presumed sanction for dishonesty is likely to be more
severe, e.g., expulsion. ...In the more unusual case, mitigating circumstances may exist that would warrant
a lesser sanction than the presumed sanction.”
Please review the complete texts of the University policy and procedures regarding Student Academic
Dishonesty, including requirements for appeals, at http://policies.cua.edu/academicundergrad/integrity.cfm.

Accommodations for students with disabilities: Any student who feels s/he may need an accommodation
based on the impact of a disability should contact the instructor privately to discuss specific needs. Please
contact Disability Support Services (at 202 319-5211, room 207 Pryzbyla Center) to coordinate reasonable
accommodations for students with documented disabilities. To read about the services and policies, please
visit the website: http://disabilitysupport.cua.edu.

University grades
The University grading system is available at
http://policies.cua.edu/academicundergrad//gradesfull.cfm#II for undergraduates and
http://policies.cua.edu/academicgrad//gradesfull.cfm#iii for graduate students.
Reports of grades in courses are available at the end of each term on http://cardinalstation.cua.edu.

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Relationship of Course to Program Educational Objectives (PEO)
1. Provides a technical foundation for a career in computer science (PEO9).
2. Provides modern tools for professional practice and/or pursuing graduate study (PEO10).
3. Provide the ability to numerically analyze engineering problems and find corresponding optimal solutions
(PEO3).

Course Outcomes (CO)


After completion of the course students are expected to:
CO1 Understand the importance of computers and the role of approximations and errors in the implementation
and development of numerical methods.
CO2 Gain sufficient information to successfully approach a wide variety of engineering problems dealing with
roots of equations.
CO3 Solve problems involving linear algebraic equations and appreciate the application of these equations in
many fields of engineering.
CO4 Approach a wide variety of engineering problems dealing with optimization.
CO5 Enhance their capability to fit curves to data.
CO6 Solve many numerical integration and differentiation problems and appreciate their application for
engineering problem solving.
CO7 Solve ordinary differential equations and eigenvalue problems.
CO8 Solve partial differential equations.

In general, students would master the different techniques for solving a given problem, learn to assess their
reliability, and understand the trade-offs involved in selecting the best method (or methods) for that particular
problem.

Relationship of Course Outcomes (CO) to Program Outcomes (PO) and ABET Outcomes (AO)
The Matrix below shows how and how strongly (in the scale of 1 to 5) these Course Outcomes are related to the
Program Outcomes and ABET Outcomes for the Computer Science program.

PO1/ PO2/ PO3/ PO4/ PO5/ PO6/ PO7/ PO8/ PO9/ PO10\ PO11/
AO1 AO2 AO3 AO4 AO5 AO6 AO7 AO8 AO9 AO10 AO11
CO1 X (5) X (5) X (5) X (4) X (1) X (1) X (1) X (3) X (5) X (5) X (5)
CO2 X (5) X (5) X (5) X (4) X (1) X (1) X (1) X (3) X (5) X (5) X (5)
CO3 X (5) X (5) X (5) X (4) X (1) X (1) X (1) X (3) X (5) X (5) X (5)
CO4 X (5) X (5) X (5) X (4) X (1) X (1) X (1) X (3) X (5) X (5) X (5)
CO5 X (5) X (5) X (5) X (4) X (1) X (1) X (1) X (3) X (5) X (5) X (5)
CO6 X (5) X (5) X (5) X (4) X (1) X (1) X (1) X (3) X (5) X (5) X (5)
CO7 X (5) X (5) X (5) X (4) X (1) X (1) X (1) X (3) X (5) X (5) X (5)
CO8 X (5) X (5) X (5) X (4) X (1) X (1) X (1) X (3) X (5) X (5) X (5)

Process of Improvement
The instructor continuously tries to improve the course as described below:
1. The instructor evaluates student performance through in-class questions, homework, and exams and carefully
examines the suggestions made by students during the semester.
2. Student self-evaluation forms are filled out by students at the beginning and the end of semester. This form
indicates how well each student thinks he/she faired against the course’s learning objectives. The instructor
takes proper steps to correct problems.
3. The university conducts a formal course evaluation at the end of each semester. The results of the evaluation
are used to assess various aspects of effectiveness of learning in the course.
4. At the end of every semester, the teacher meets with the chairman to discuss improvement plan for the course
based on the Student Course Evaluation organized by the University.

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CSC ABET Outcomes (AO)
AO1. An ability to apply knowledge of computing and mathematics appropriate to computer science.
AO2. An ability to analyze a problem, and identify and define the computing requirements appropriate to its
solution.
AO3. An ability to design, implement, and evaluate a computer-based system, process, component or program
to meet desired needs.
AO4. An ability to function effectively on teams to accomplish a common goal.
AO5. An understanding of professional, ethical, legal, security and social issues and responsibilities.
AO6. An ability to communicate effectively with a range of audiences.
AO7. An ability to analyze the local and global impact of computing on individuals, organizations and society.
AO8. Recognition of the need for and an ability to engage in continuing professional development.
AO9. An ability to use current techniques, skills, and tools necessary for computing practice.
AO10. An ability to apply mathematical foundations, algorithmic principles, and computer science theory in the
modeling and design of computer-based systems in a way that demonstrates comprehension of the
tradeoffs involved in design choices.
AO11. An ability to apply design and development principles in the construction of software systems of varying
complexity.

CSC Program Outcomes (PO)


The program enables students to achieve, by the time of graduation:
PO1. An ability to apply knowledge of computing and mathematics appropriate to computer science.
PO2. An ability to analyze a problem, and identify and define the computing requirements appropriate to its
solution.
PO3. An ability to design, implement, and evaluate a computer-based system, process, component or program
to meet desired needs.
PO4. An ability to function effectively on teams to accomplish a common goal.
PO5. An understanding of professional, ethical, legal, security and social issues and responsibilities.
PO6. An ability to communicate effectively with a range of audiences.
PO7. An ability to analyze the local and global impact of computing on individuals, organizations and society.
PO8. Recognition of the need for and an ability to engage in continuing professional development.
PO9. An ability to use current techniques, skills, and tools necessary for computing practice.
PO10. An ability to apply mathematical foundations, algorithmic principles, and computer science theory in the
modeling and design of computer-based systems in a way that demonstrates comprehension of the
tradeoffs involved in design choices.
PO11. An ability to apply design and development principles in the construction of software systems of varying
complexity.

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