AMSC 660 / CMSC 660 Scientific Computing I, Fall 2006

oleary@cs.umd.edu

When and Where: TuTh......9:30am-10:45am (CSI 3120) (CSI is the Computer Science Classroom building, attached to A.V. Williams and behind the Wind Tunnel.)

Office Hours: Tuesday 8:45-9:15, Thursday 8:00-9:15, Friday 9-10, and by appointment, in AVW 3271. Email is welcome anytime. My other course meets TTh 11:00-12:15.

New: End of semester information:

New: Course grades

Office hours:

I'll keep regular office hours through Friday, December 15.

I'll keep office hours 1-2 on Tuesday December 19, in case you have questions or want to pick up your last homework.

If you want to see me later in that week, we can make an appointment.

If you want to pick up any of your papers after that, stop by. I won't discard them until May.

Grades:

I hope to finish grading by noon on December 19.

I will send comments on your project via email.

When you receive that email, check this website for course grades.

Related courses:

Next semester: AMSC 661 / CMSC 661, Scientific Computing II

Next semester: AMSC 612 Numerical Methods for PDEs

Fall 2007: AMSC 662 / CMSC 662, `` Computer science for computational scientists"

Fall 2007: AMSC 600/CMSC 760, Advanced Numerical Linear Algebra (sparse matrix computations)

Spring 2007: AMSC 607/CMSC 764, Advanced Optimization

Teaching Assistant: Geping Liu (geping@math.umd.edu)
Office hours Tuesday and Thursday 3:00-5:00, AVW 3457.

Textbook: I'll make a draft of a textbook that I am writing for this course available to you in pdf files. Click here.

Prerequisite: Undergraduate numerical analysis. Programming assignments will be in Matlab.

Topics: Monte Carlo simulation, numerical linear algebra, nonlinear systems and continuation method, optimization, ordinary differential equations. Fundamental techniques in scientific computation with an introduction to the theory and software for each topic.

Grading: Based on quizzes, homeworks, and project.

Final Exam: None.

CMSC Masters Comprehensive Exam grades: based on best 7 of 9 quizzes.

Scientific Computing Certificate Program: If you are not an AMSC or CMSC major, then you may obtain a Certificate in Scientific Computing notation on your transcript by completing this course plus 661 and 662. Further information.

Basic Information:

Course Information and Syllabus

The textbook: Scientific Computing: A Second Course, with Case Studies

Title Page

Table of Contents

Preface

Bibliography for the textbook (Caution: the reference numbers might change later in the semester, and please ignore typos in the current version.)

Relevant units from the textbook Parts 1-6 are now posted.

Solutions for challenges and exercises in the textbook

UMCP Code of Academic Integrity

Information about computer accounts. You should now be able to access your GRACE account. For your assignments, you may use GRACE or any other machine with Matlab access.

Survival Guide for Scientific Computing

Grades after 9 quizzes and 3 homeworks

Lecture Notes:

Errors and Arithmetic (postscript)

Dense Matrix Computations

Monte Carlo Computations The Traveling Salesperson slides that I showed in class can be found in the 2004 notes.

demorand.m demonstration

Optimization

(Optional) In response to requests for more information about conjugate gradients, you can try either my notes or notes by J. R. Shwechuk.

Nonlinear Equations

Nonlinear Equations Case Study

ODE notes from AMSC/CMSC 460

ODE notes

Quizzes:

Answers to Quiz 1: Thursday, September 7.

Answers to Quiz 2: Tuesday, September 19. Note that many of you found this quiz difficult. Please stop by during office hours if you need help on this or anything else.

Answers to Quiz 3: Thursday, September 28.
The figure was created by q3.m Please stop by during office hours if you need help on this or anything else.

Answers to Quiz 4: Tuesday, October 10. Known error on p182 and p184: The formula for the variance of the estimates of the integral for Monte Carlo are only correct for regions whose volume is 1. (The same error occurs in the lecture notes.)

Answers to Quiz 5: Thursday, October 19.

Answers to Quiz 6: Tuesday, October 31.

Answers to Quiz 7: Thursday, November 9. (On Nonlinear equations notes pp 1-10 and Chapter 23 through p. 275.)

Answers to Quiz 8: Tuesday November 21. (On first part of 460-ode material. Some of it is covered in the textbook.)

Answers to Quiz 9: Tuesday December 5.

Homework:

Homework 1: due September 19, 1pm.
(Late penalty applies at 1:01pm on September 19.)
Complete the 5 challenges in Chapter 2 of the text. Show all work. Hand in your written work, listings of your Matlab programs, "diary" listings of the output, and copies of the plots. Document your Matlab programs as discussed on p.36 of the text and as illustrated in the sample programs. Answers to frequently asked questions:

In each random trial for Challenge 2.4b, the birth/death and migration rates change each year.

The Lagrange multiplier for each constraint is the derivative of the function value with respect to changes in the constraint, as discussed on p.20.

In Challenge 2.5, assume that the error components are independent, so that S = tau I.

The "first unit vector" in 2.5 is the first column of the identity matrix, defined in the pointer on p.48.

Points:

Challenge 2.1: 8 points

Challenge 2.2: 8 points

Challenge 2.3: 8 points

Challenge 2.4: 10 points

Challenge 2.5: 6 points

Look for the solution here.

Homework 2: due October 17, 1pm.