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MATH3101/5305
Computational Mathematics
Semester 1, 2017
Cricos Provider Code: 00098G Copyright 2016 -School of Mathematics and Statistics, UNSW Australia
DRAFT VERSION
Exclusions: MATH3301.
Classes: Students in Math3101 and Math5305 attend the same classes. In each of
weeks 112 you will attend two lectures, and in each of weeks 213, you will attend
one tutorial and one computing class, as shown below.
Class type
Weeks
Day
Time
Room
Lecture
112
Wednesday
911 AM
Tutorial
213
Tuesday
1011 AM
Colombo LG02
BYOD Computing
213
Tuesday
45 PM
Goldstein G09
Computing
213
Tuesday
56 PM
You have a choice for the computing class: either bring you own laptop to the earlier
class in Goldstein G09, or else go to the later class in the G12A computer lab.
TELT: All course materials will be available on the course home page, which is
accessed by logging on to
http://moodle.telt.unsw.edu.au/my/.
You should check regularly for new materials.
Course aims
MATH3101/5305 introduces finite difference methods for computing approximate
solutions to partial differential equations. The theoretical component of the course
treats fundamental concepts including stability and convergence, as well as some
necessary topics in numerical linear algebra. The practical component of the course
addresses the computer implementation of finite difference methods. In this way,
students can develop a solid foundation for employment or further study in a wide
range of scientific and engineering fields that rely on numerical modelling.
Assessment
The course has three assessment tasks:
Computing exercise Weeks 34
Class Test
Week 6
Lab Test
Week 10
Assignment
Week 12
Final Exam
November
5%
15%
15%
15%
50%
Refer to the course home page for further details, such as the topics covered in the
class test.
If you are absent from a class test, you must provide a medical certificate. A
further test may be offered at the discretion of the lecturer. Otherwise an M will
be recorded and your final mark will be calculated from the other assessment tasks.
Do not apply for special consideration if you are sick for a class test. (Applying for
special consideration is necessary only for an assessment worth 20% or more of your
final mark.)
Reference books
There is no prescribed textbook for the course, but you may find the following texts
useful:
A. Iserles, A First Course in the Numerical Analysis of Differential Equations,
Cambridge University Press, 1996, P515.35/8
4
Syllabus
Boundary-value problems in 1D
Linear two-point boundary-value problems
Finite difference approximation
Error analysis
Tridiagonal linear systems
Diffusion equations in 1D
Separation of variables
Spatial discretisation
Explicit Euler method
Implicit Euler method
CrandNicolson and BDF2 methods
Conservation laws in 1D
Characteristics
Linear advection equation
Explicit upwind scheme
CFL conditions
LaxWendroff and box schemes
5
Elliptic problems in 2D
Five-point scheme for the Poisson equation
Discrete maximum principle
Matrix structure
Computing
The computing component of the course accounts for around 40% of the assessment.
You will learn to use the Julia programming language to implement numerical methods for solving partial differential equations. Information about Julia is available
at
http://julialang.org/
The computing component also includes an introduction to some topics that are
useful for scientific computing on a Linux platform.
If you attend the BYOD computing class then you will need to install Julia and a
number of supporting packages on your laptop. Advice about how to do this will
be provided in the Week 1 lectures and on Moodle. You will need to use only free
software in this course.