Lecture Plan for Mathematics 4D/N

A detailed list of this years curriculum (pensum) can be found at https://wiki.math.ntnu.no/tma4130/2022h/exam

The following plan is preliminary and subject to change.

For the analytical parts of the lecture, we will mostly follow the book Advanced Engineering Mathematics by Erwin Kreyszig, 10th edition, John Wiley & Sons, 2011, and the chapter numbers in the table below refer to this textbook. The numerical parts are based on our own notes; we will publish them during the course of the semester.

The .ipynb files can be run by Jupyter Notebook. If Jupyter Notebook is not already installed, we recommend using the Anaconda distribution, a detailed installation guide for which can be found here. Moreover, you can find an introduction to Jupyter notebooks with python here (click here for a view-only version, if Jupyter Notebook is not installed yet).

In order to work with jupyter notebooks in Anaconda, follow the following steps:

  • (Download and install Anaconda on your computer.)
  • Download the jupyter notebook on your computer. We recommend to set up a dedicated working directory for Maths 4N/D.
  • Start the Anaconda Navigator, and launch Jupyter Notebook. This should open a new window in your web-browser, from which you can navigate to your stored notebooks or open new ones.

If you want to have a nicer theme for your jupyter notebook, download the cascade stylesheet file tma4320.css and store it in the same directory as the jupyter notebooks.

Week Topic Additional material Literature
Markus Douglas Anne
Numerical mathematics
34 Introduction and Numerical mathematics
Example: chemical reactor
Two-point boundary value problems
Numerical differentiation
Annotations1
Notebook
Annotations2
Boundary value problems: pdf, ipynb
35 Polynomial interpolation
Spline interpolation
Numerical integration
Simple and composite quadrature rules
Adaptive integration
Annotations1
Notebook1
Annotations2
Notebook2
Interpolation: pdf, ipynb (Secs 1, 3, and the direct approach in Sec 2; updated 07.11.)
Numerical integration: pdf, ipynb
36 Python with numpy (only 4N)
Rounding errors (only 4N)
Multivariable calculus (only 4D)
Numerical solution of nonlinear equations
Fixed-point iterations
Notebook - Sep 05 Notebook1
Annotations1
Annotations2
Rounding errors: Notes
Multivariable calculus:pdf
Nonlinear equations: pdf, ipynb (updated 14.09)
37 Newton's method
Newton's method in several variables
Newton method
Newton for a system
Annotations1
Notebook1
Nonlinear equations: pdf, ipynb (updated 14.09)
Fourier analysis
Periodic functions
Fourier series
Euler's formulas
Convergence of Fourier series
Annotations2 Section 11.1 in the book
Sketch of Fourier series
38 Changes of the period
Half-range expansions
Approximation with trigonometric polynomials
Complex Fourier series
Annotations1
Annotations2
Sections 11.2 and 11.4 in the book
Half range expansions
This note on complex Fourier series
39 Fourier transformation
Properties of the Fourier transform
Convolution
Discrete Fourier Transform (DFT)
Sketch of Convolutions
Data analysis with DFT
Dataset for the above code1)
Annotations1
Annotations2
DFT Slides
DFT notebook
Section 11.9 in the book
Discrete Fourier Transform (updated 10.10.)
Partial differential equations
40 Partial differential equations (PDEs)
Wave equation
Separations of variables
Solutions of the wave equation Annotations1
Annotations2
vibrating_string.py Sections 12.1, 12.2
Section 12.3
41 Numerics for the wave equation
d'Alembert's solution method
Heat equation
Numerics for the wave equation
D'Alembert's solution
Heat equation
Annotations1
Annotations2
Numerics of PDEs: pdf, ipynb (updated 27.10.)
Section 12.4
Section 12.6
42 Numerics of the heat equation
Fourier methods for PDEs
Numerics for the heat equation Annotations1
Annotations2
Numerics of PDEs: pdf, ipynb (updated 27.10.)
Section 12.7
Laplace transform
43 Laplace transform Annotations1
Annotations2
Sections 6.1, 6.2
44 Laplace transform Annotations1
Annotations2
Examples
Summary + RCL example (updated 02.11) Sections 6.3-6.5
Numerics of ordinary differential equations
45 Numerics of initial value problems Annotations1
Annotations2
Numerics of ODEs: pdf, ipynb, python code (updated 10.11)
46 Numerics of initial value problems Annotations1
Annotations2
Adaptivity.ipynb
Numerics of ODEs, part 2: pdf, ipynb, python code (preliminary, updated 15.11.)
Summary and revision
47 Revision Summary2) Overview
Exercises (8/12)
Summary (4D)3)
Rettelse fra forelesning: Presisjonsgrad av kvadraturformler er ikke pensum.

Notes

If you want to have a nicer theme for your jupyter notebook, download the cascade stylesheet file tma4320.css and store it in the same directory as the jupyter notebooks.

1)
This dataset has been downloaded from the webpage of the Hamburg Port Authority, see https://hydroonline.hpanet.de/download
2)
Revised on November 30. There was an error in Parseval's identity.
3)
Rettet 30.11. Feil i Parsevals identitet
2023-08-07, Markus Grasmair