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MATH 21100: Intro to Math Probability

Syllabus, Spring 2019

Lectures: 1:30-2:20pm MWF, Eckhart Hall 202


Website: https://canvas.uchicago.edu/courses/21522

Instructor:
Daniel Massatt, Jones 316 dmassatt@galton.uchicago.edu
Office Hours: Monday, 2:30-3:30pm, Eckhart 202
Friday, 2:30-3:30pm, Eckhart 206
Tuesday, 3:30-4:30pm, Eckhart 308

College Fellow:
Colin Aitken, TAAC 30 caitken@math.uchicago.edu
Office Hours: M/Tu, 11-12:20, TAAC 30
Problem Session: Monday, 5:00-6:00pm, Eckhart 203

Textbook:
R. Burden and J. Faires. Numerical Analysis. Cengage Learning, 2010.

Prerequisites:
Math 20000 or 20250 or 20400 or 20410.

Grading:
There will be weekly homework assignments due on Wednesdays, one midterm, and a
final. Homework will account for 25% of the grade, the midterm 35%, and the final for
40%.

Policy on Assignments:
There will be 8 homeworks, each assigned on a Monday and due on the Wednesday of
the following week. The lowest homework score will be dropped. No late homework will
be accepted, and assignments must be completed independently. Matlab assignments
will be turned in online, written part of homeworks will be turned in at class.

Accessing Matlab:
You can download it through the university at https://www.mathworks.com/academia/tah-
portal/university-of-chicago-719588.html
You can access a remote desktop session: https://uchicago.service-now.com/it?
id=kb_article&sys_id=8837db4edb903b8c42a35bc0cf96195c
Tentative Schedule:
Week Date Topic Assignments

1 4/1 Machine arithmetic and error HW #1 assigned


4/3 Algorithms and convergence
4/5 Bisection method
§§ 1.2, 1.3, 2.1

2 4/8 Fixed point iteration HW #2 assigned


4/10 Newton’s method HW #1 due
4/12 Error analysis
§§ 2.2-2.4

3 4/15 Legendre polynomials, Neville’s method HW #3 assigned


4/17 Divided difference HW #2 due
4/19 Hermite interpolation
§§ 3.1-3.4
4 4/22 Cubic spline interpolation
4/24 Numeric differentiation HW #3 due
4/26 Numerical integration
§§ 3.5, 4.1, 4.3

5 4/29 Composite numerical integration HW #4 assigned


5/1 Midterm
5/3 Theory of IVP
§§ 4.4, 5.1

6 5/6 Euler’s method HW #5 assigned


5/8 Higher order Taylor methods HW #4 due
5/10 Runge-Kutta methods
§§ 5.2-5.4

7 5/13 Stability HW #6 assigned


5/15 Linear systems of equations HW #5 due
5/17 Linear algebra and matrix inversion
§§ 5.10, 6.1, 6.3
8 5/20 LU decomposition HW #7 assigned
5/22 Norms HW #6 due
5/24 Eigenvalues and eigenvectors
§§ 6.5, 7.1, 7.2

9 5/27 Memorial Day HW #8 assigned


5/29 Jacobi and Gauss-Siedel iterative techniques HW #7 due
5/31 Condition number
§§ 7.3-7.5

10 6/3 Conjugate gradient


6/5 Preconditioning HW #8 due
6/7 Reading Period
§§ 7.6

11 6/12 Final exam, 1:30pm-3:30pm Eckhart 202

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