Mathematics 4Q03:
Numerical Methods for Differential Equations
(Winter, 2003)

Course Objectives: Numerical computations are the only universal way for solving applied mathematical problems that occur in science and engineering. With the aid of high-level programming languages and customized software libraries, realistic analysis and design problems can be solved quickly, with a minimum of effort. This course focuses on numerical methods and algorithms for solutions of ordinary and partial differential equations.

Topics: Lectures are based on real-world problems of polynomial interpolation and approximation, numerical differentiation and integration, finite-difference and finite-element solutions of initial-value and boundary-value problems for ODEs and PDEs. Numerical examples, software programs, and computer assignments are based on the Matlab 6.

Dr. Dmitry Pelinovsky, BSB-204, ext.23424, e-mail:

Teaching Assistant:
Clayton Webster, BSB/233A, ext. 27031, e-mail:

Lectures: Tuesday, Thursday, Friday (11:30-12:20); GS/207
Computer labs: Wednesday (8:30-9:20, 11:30-13:20); BSB/241
Office hours: Tuesday, Thursday (9:30-10:30), or by appointment

Custom Courseware:
"Scientific Computing with Matlab" by D.E. Pelinovsky (McMaster, 2003)

R.J. Schilling, S.L. Harris: "Applied numerical methods for engineers using Matlab and C" (Brooks/Cole, 2000)
S.S.Rao: "Applied numerical methods for engineers and scientists" (Prentice Hall, 2002)
T.J. Akai: "Applied numerical methods for engineers" (John Wiley & Sons, 1994)
J.H. Mathews, K.D. Fink: "Numerical methods using MATLAB" (Prentice Hall, 1999)
LV. Fausett: "Numerical methods: Algorithms and Applications" (Prentice Hall, 2003)

Labs: MATLAB software package is installed in computer lab of BSB/241. Three hours are reserved in the lab on Wednesday for unsupervised students' work with home assignments and computer projects. Unless the labs are reserved for large-class tutorials, students should be able to work in the computer labs of BSB beyond the scheduled time. Students are also encouraged to purchase "The Student Edition of MATLAB" to be able to work with Matlab at home. Some MATLAB demonstrations are included in the course web-based software. However, it is recommended that students grasp basic skills of programming on MATLAB by working either in the computer labs or with the personal student edition.

Assignments: Six home assignments will be handed out in class on Tuesdays every second week, starting the week of January 13. The assignments are due at 12:20 on Tuesdays in the following week. The texts for assignments and solutions will be posted on the course webpage.

Computer Project: The computer project will be handed out in class on February 4 and will be due on March 18.

Final Exam: The course is completed by a three-hour final examination. The date and location of the final exam will be announced by the registrar's office in mid-term.

Marking scheme:
Final exam (3 hrs) - 30%
Computer project - 20%
Six homework assignments - 50%

Senate Policy Statement: The course is regulated under the following documents: Statement on Academic Ethics and Senate Resolutions on Avademic Dishonesty. Any student who infringes one of these resolutions will be treated according to the published policy.