AnnouncementsCourse InformationOutlineHomeworkMatlab TutorialInternet Resources

Announcements:

  • 11/16:Homework 2 is HERE.
  • 10/26:第二題h1,h2的取法應該是
  • 1.先取五百個不同的H(可有規律)
    2.在(0,H)間亂數取出h1, h2.
    這種取樣法得到的結果比較有意義, 程式範例如下:
    for i=1:500
    H=10/i
    h1=H*rand(1)
    h2=H*rand(1)
    h=max(h1,h2)
    d2u_h=....
    d2u_exac=....
    err=abs(d2u_h-d2u_exac)
    .....
    end
    
  • 1/16: I upload some sample codes for linear and nonlinear scalar transport equation. You can download them and try to see the simulation
  • 10/20: To call cgs (Conjugate Gradients Squared Method),use "u=cgs(A,b',1.e-9,N-1)", where A is the (N-1) x (N-1) matrix and 1.e-9 is the tolerance.
  • 10/5: To measure the CPU time, use "cputime".
  • 10/4: Homework 1 is HERE.
  • 10/4: You can use "polyfit" to fit the data and find the slope (order).
  • For example,
    T=log10(n)
    % n is the number
    of the intervals
    [c,d]=polyfit(T,log10(err_lvl),1)
    % err_lvl is the
    array of errors
    set(axes,'fontsize',18)
    hold on
    plot(T,log10(err_lvl),'s');
    err_fit=c(1)*T+c(2);
    plot(T,err_fit);
    xlabel('-log_{10} N');
    ylabel('log_{10} err');
    hold off
    
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    Elementary Numerical Partial Differential Equations:
    Finite Difference Methods


    Time and Place: Tue. 10:10-12:00; Wed. 17:10-18:00, Math Building
    Lecturer: Min-Hung Chen
    Office: Math Building Rm. 404; Ph. 2757575 Ext 65127
    e-mail: mhchen@math.ncku.edu.tw
    Web: www.math.ncku.edu.tw/~mhchen
    Prerequisite: Calculus, Linear Algebra.
    Text: Finite Difference Methods for Differential Equations by Randall J. LeVeque
    References:

    Grades will be based upon: Homework and in-class participation
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    OUTLINE:

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    Homework

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    Matlab tutorial

  • Matlab tutorial (postscript file), (pdf file)
  • tutorial.tar, tutorial.rar, tutorial.zip,
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    Internet Resources

  • Flaherty's Course Notes : Computational Linear Algebra, ODE, PDE, Finite Element Analysis.
  • Website of Douglas Arnold:
         Lecture Notes (Numerical Analysis), Some disasters attributable to bad numerical computing
  • Website of Yousef Saad: Iterative methods for sparse linear systems
  • Finite Difference and Spectral Methods for Ordinary and Partial Differential Equations by Lloyd N. Trefethen
  • Website of Randall J. LeVeque Lecture Notes of "Finite Difference Methods for Differential Equations"(ps.gz)
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    Min-Hung Chen 2006-11-16