Numerical Analysis II

Table of Contents

General Information

           
Lecturer: Prof. Habib Ammari   Coordinators: Wei Wu  
        Sanghyeon Yu  
           
Lecture: Mon. 13-15 HG G 5      
  Fri. 13-14 HG G 5      
           
First lecture: Mon. 19.02.2018   First Exercise Class: Thu. 22.02.2018  

Assignments

There will be weekly homework assignments available for download from the course web page each Wednesday afternoon. Printouts will not be provided. Homework will include theoretical problems and programming problems, which are to be prepared using Matlab (available at the student computer pools at ETH). The solved theoretical problems should be handed in to your registered assistant in exercise classes.

Programming problems

Please upload your codes via SAM Upload Tool. TAs will also upload the correction to your codes. Since we are not using a server for permanent storage, everything on the server might disappear after several weeks.

Here is a compact introduction on how to use the upload tool: User Guide

Testate condition

As testate conditions are not in place anymore, it is not compulsory, but it is recommended, to hand in the assignments for correction.

Exercise Groups

All registered students should have received an email with the registration link to exercise groups. Please login the link under echo.ethz.ch with you nETHZ account.

Group Time Classroom Tutor
1 Thu. 10:15-12:00 CAB G 51 Isaia Albisetti
2 Thu. 10:15-12:00 CHN D 46 Lorenzo Linardi
3 Thu. 10:15-12:00 LFW C 11 Luca Fontana
4 Thu. 10:15-12:00 LFW E 13 Andrea Scapin
5 Thu. 15:15-17:00 HG E 33.3 Sanghyeon Yu
6 Thu. 15:15-17:00 HG F 26.3 Thomas Allard

Exam

There will be two short, 60-min tests during semester called "Mid-term test" and "End-term test". Both of the tests will consist of only simple and routine problems. One doesn't have to take part in these exams, but those who take part in and do well in these two exams can get bonus in final grade.

Suppose Student Z gets x points(out of 60 points) in Mid-term exam and y points(out of 60 points) in End-term exam, then student Z will get Max{(x+y-60)/10,0} points of bonus in the final grade.

No programming problems will be involved in "Mid-term test" and "End-term test". Simple examples given in class, important definitions and simple calculations are the possible choices of test problems. No books or notes related to this course are allowed to be used during tests.

The Mid-term exam is planned at 26th, March (Monday), in the same classroom.

The End-term exam is planned at 28th, May (Monday), in the same classroom.

The final exam will be a (computer-aided) written exam. Programming with MATLAB will be involved.

Lecture Notes

Here you can find the complete version of lecture notes.

Complete Lecture Note

Here are the slides that professor used in lectures.

Introduction

Lecture 1

Lecture 2

Lecture 3

Lecture 4

Lecture 5

Lecture 6

Matlab links:

Literature

Note: Extra reading is not considered important for understanding the course subjects.

  • Deuflhard and Bornemann: Numerische Mathematik II - Integration gewöhnlicher Differentialgleichungen, Walter de Gruyter & Co., 1994.
  • Hairer and Wanner: Solving ordinary differential equations II - Stiff and differential-algebraic problems, Springer-Verlag, 1996.
  • Hairer, Lubich and Wanner: Geometric numerical integration - Structure-preserving algorithms for ordinary differential equations}, Springer-Verlag, Berlin, 2002.
  • L. Gruene, O. Junge "Gewoehnliche Differentialgleichungen", Vieweg+Teubner, 2009.
  • Hairer, Norsett and Wanner: Solving ordinary differential equations I - Nonstiff problems, Springer-Verlag, Berlin, 1993.
  • Walter: Gewöhnliche Differentialgleichungen - Eine Einführung, Springer-Verlag, Berlin, 1972.
  • Walter: Ordinary differential equations, Springer-Verlag, New York, 1998.