20  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: Systems of IVP, Due: Feb 11, 23:59
Read: Sections 5.4, 5.5 of Burden, Faires, and Burden (2015)
4 Feb 9, 11 L5: Runge-Kutta Methods
L6: Multistep Methods
Read: Section 5.6 of Burden, Faires, and Burden (2015), zero stability of Driscoll and Braun (2018)
5 Feb 16, 18 L7: Zero Stability
Chapter 2: Iterative Methods in Matrix Algebra
L8: Reminders on matrix analysis, direct methods, condition numbers, Jacobi & Gauss-Seidel methods
A3: Absolute Stability
Due: Feb 25, 23:59
(catch up on reading)
Read 7.1-7.3 Burden, Faires, and Burden (2015)
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 .

20.1 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.
Driscoll, Tobin A, and Richard J Braun. 2018. Fundamentals of Numerical Computation. https://fncbook.com/.