Calendar

LEC # TOPICS KEY DATES
Ordinary Differential Equations
1 Numerical Integration of Ordinary Differential Equations: An Introduction
2 Convergence and Accuracy
3 Convergence of Multi-Step Methods
4 Convergence of Multi-Step Methods (cont.) Homework 1 due
5 Convergence of Multi-Step Methods (cont.) Homework 2 due
6 Systems of ODE's and Eigenvalue Stability Homework 3 due
7 Stiffness and Implicit Methods
8 Stiffness and Implicit Methods (cont.) Homework 4 due
9 Runge-Kutta Methods
Finite Volume/Difference Methods
10 Finite Volume Method Homework 5 due
11 Finite Volume Method (cont.) Homework 6 due
12 Finite Volume Method (cont.) Homework 7 due
13 Finite Difference Method Homework 8 due
14 Finite Difference Method (cont.)
15 Finite Difference Method (cont.)
16 Matrix Stability Analysis Project 1 due
17 Matrix Stability Analysis (cont.)
18 Fourier Stability Analysis
19 Fourier Stability Analysis (cont.)
20 Fourier Stability Analysis (cont.)
Midterm Oral Exam
Finite Element Methods
21 Method of Weighted Residuals
22 Method of Weighted Residuals (cont.) Homework 9 due
23 Finite Element Method for 1-D Diffusion
24 Finite Element Method for 1-D Diffusion (cont.) Homework 10 due
25 Finite Element Method for 1-D Diffusion (cont.) Homework 11 due
26 Finite Element Method for 2-D Diffusion
27 Finite Element Method for 2-D Diffusion (cont.)
28 Finite Element Method for 2-D Diffusion (cont.)
29 Higher-order Finite Element Method
30 Higher-order Finite Element Method (cont.) Project 2 due
Probabilistic Simulation Techniques
31 Introduction to Monte Carlo Method
32 Introduction to Monte Carlo Method (cont.) Homework 12 due
33 Error Estimates for Monte Carlo Method
34 Error Estimates for Monte Carlo Method (cont.) Homework 13 due
35 Error Estimates for Monte Carlo Method (cont.)
36 Latin Hypercube Sampling
37 Response Surface Methods
38 Bootstrapping Project 3 due
39 Wrap Up
Final Oral Exam