CSC2322H -- Numerical Solution of Boundary Value Problems for
Ordinary Differential Equations
Fall 2011, St. George Campus, instructor: Wayne Enright
Current announcements
Assignment Number 3 is now posted.
It is due on December 6. Start now and avoid a last minute rush.
A discussion of the course project is now posted.
Assignment Number 2 is now posted. This assignment will require the
writing of a simple Fortran driver routine. If you are not
familiar with Fortran, let me know.
FYI an elementary introduction to Fortran and accessing it on
the CDF system is available fort_info.
A useful sample driver program is also included in the
MUSN documentation.
Assignment Number 1 is now posted. I have cdf accounts that I will
email to you on request so you will be able to use the latest version
of Matlab. I certainly don't object if you use Matlab on a different system.
General Information
- The general information handout for the course is available
here.
- Lecture notes will be made available and updated
as much as possible as the course progresses. Please report any errors
or typos as this is a draft that will be continuously revised.
- Check the prerequisites
for the course (html file).
Textbooks
- The textbook for the course is :
Numerical Solution of Boundary Value Problems for Ordinary
Differential Equations, SIAM, 1995
by U.M. Ascher, R.M. Mattheij and R.D. Russell.
- Check the list of other related references
(html file).
- A useful reference to obtain a quick working knowledge of MATLAB
includes the online documentation/examples as well as
a brief MATLAB Introduction, and
a MATLAB Tutorial (postcript file).
It is probably best to start by reading and doing examples
from the Tutorial and the Introduction.
Policies
Lectures per month
- In week one we covered admin details and pages 1-4 of the lecture notes.
- Weeks two and three lecture notes.
These are not available under the general lecture notes
referenced above.
- In week four we covered pages 101-105 of the lecture notes.
- In week five we covered pages 106-111 of the lecture notes.
- In week six we covered pages 111-114 of the lecture notes.
- In week seven we covered pages 115-119 of the lecture notes.
- In week eight we covered pages 119-122 of the lecture notes.
- In week nine we covered pages 122-125 of the lecture notes.
- In week ten we covered pages 126-131 of the lecture notes.
- In weeks eleven and twelve we covered pages 132-137.
Assignments and tests
Assignment No. 1.
You are to use Matlab for this assignment. Send me an email
request to obtain your CDF account.
Assignment No. 2.
For your information, plots of some components of the test problems
you will be investigating in this assignment are provided:
Plots .
The required documentation for the code you will be using, MUSN,
is available from the links: README,
and documentation.
The source code is contained in two files, musn.f,
and muslibrary.f.
You will need to compile both source files to solve a nonlinear BVP.
The course project is discussed and examples
given to give you some idea of the scope and depth expected. You are free to
choose your own topic but you must let me know within two weeks (by Nov. 15).
Note that if the project you choose involves the performance comparison
of different methods on a set of test problems then, as noted in the project
discussion, the text is a good source of challenging test problems. Another
source of test problems is the set collected by J.Cash and available from the link:
CashProblems .
Note that a copy of the TOMS paper that discusses the three new Matlab BVP solvers
can be obtained from me on request.
Assignment No. 3
The required source code and documentation
is available from the link: colnew.f .
Office Hours are Tuesdays and Thursdays from 2:00 to 3:00.
in BA 4224.
e-mail: enright@cs.utoronto.ca