10  Schedule

Warning

This schedule is subject to change.

Here is the planned course schedule: Assignments will be made available on Mondays and due the following Wednesday.

(L = Lecture, P = Problem Class, A = Assignment)

Week # Date Topic Assignments
1 Jan 21 L1: Introduction to Math 5486.
Note: no lecture on Jan 19
A1: Notebooks & Prerequisites, Due: Jan 28, 23:59
Read: Section 5.1 and 5.2 up to “Error bounds for Euler” of Burden, Faires, and Burden (2015)
2 Jan 26, 28 Chapter 1: Numerical Methods for Initial Value Problems
L2: Basic theory of IVPs
L3: Euler’s Method
Read: Section 5.2, 5.3 of Burden, Faires, and Burden (2015)
3 Feb 2, 4 L4: Higher order methods
P1: Exercises
A2, Due: Feb 11, 23:59
Read: Sections 5.4, 5.5 of Burden, Faires, and Burden (2015)
4 Feb 9, 11 L5, L6: Runge-Kutta Methods Read: TBC
5 Feb 16, 18 Chapter 2: Iterative Methods in Matrix Algebra
L7: Reminders on matrix analysis, direct methods, condition numbers, …
L8: Jacobi & Gauss-Seidel methods
A3
Due: Feb 25, 23:59
6 Feb 23, 25 P2: Exercises,
L9: Krylov subspace methods I
Read: TBC
7 Mar 2, 4 L10, L11: Krylov subspace methods II Note: no assignment - revise for midterm instead!
. . Note: Spring break, no lectures .
8 Mar 16, 18 P3: Revision Session,
Midterm Exam
Read: TBC
9 Mar 23, 25 Chapter 3: Finite Differences for Boundary Value Problems
L12: Reminders and theory
L13: BVP I
A4
Due: Apr 1, 23:59
10 Mar 30, Apr 1 L14, L15: BVP II Read: TBC
11 Apr 6, 8 P4: Exercises,
Chapter 4: Numerical Solution to PDEs
L16: Reminders and overview
A5
Due: Apr 15, 23:59
12 Apr 13, 15 L17, L18: PDE I Read: TBC
13 Apr 20, 22 L19, L20: PDE II A6
Due: Apr 29, 23:59
14 Apr 27, 29 Presentations Read: TBC
15 May 4 P5: Revision Session
Note: no lecture on May 6
.
. May 11 Final Exam .

10.1 Important dates

Please see Spring 2026 Calendar for important dates.

Burden, Richard L., Douglas J. Faires, and Annette M. Burden. 2015. Numerical Analysis. 10th ed. CENGAGE Learning.