Math 540: Numerical Computation
Math 540 is a graduate level introduction to the essentials of scientific computation. The course is based on the variational approach which offers a number of advantages. In particular, a significant amount of time is spent on the Finite Element Method which is variational in nature.

The course is designed with Engineers in mind however, being an introductory course, it is also appropriate for students from all fields including Mathematics and Computer Science. In order to succeed in the course you must be comfortable with the fundamentals of Linear Algebra and Multivariate Calculus.

This course is all about implementation! We introduce a number of tools and adhere to the philosophy different problems call for different tools. Where appropriate we use Excel, for more complicated problems - Matlab.

Math 540 evaluations from Winter 2010
I. Rayleigh-Ritz
Shape of hanging string.
Why are droplets spherical?
Droplets on substrates
II. Calculus Review
How to find minima of functions
Mutlivariable functions
Constrained minimization
Lagrange multipliers
III. Linear Algebra Review
Quadratic forms
Positive definite quadratic forms
Quadratic form minimization
IV. Finite Elements in 1D
Introduction. Laplace's equation
The finite element basis
The stiffness matrix
V. Finite elements in 2D and 3D
Triangular meshes
The FEM basis
Tetrahedral meshes
VI. Calculus of variations
Variational formulation
Derivation of Laplace's equation
 Neumann or natural BC
VII. Quadratic finite elements
Quadratic elements
The FEM basis
Convergence implications
VIII. Problems from Physics and Engineering
The Poisson equation
Equations of elasticity
The heat equation
IX. Numerical Linear Algebra
Conjugate gradient method
Power iteration
Overview of other methods
X. Additional Topics
Singular finite elements
Copyright © 2010 by Pavel Grinfeld EMail (215) 219 3548