Math 340: Applied Numerical Methods and Optimization

Spring 2002

Prof. Bruce Bukiet, Cullimore 518, phone: (973) 596-8392, email: bukiet@m.njit.edu

Office Hours: Tues and Thurs: 10:00-11:30 AM, Thurs: 4:30 - 6:00 or by appointment.

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    Project Ideas


    Project is due November 26 -- 10% off for each day late. Project must be approved by professor by November 1. The project should probably involve writing and testing a computer code. You should explain the method, the types of problems it is good for, its advantages and disadvantages. Show examples of ``good results'' and poor performance. Error analysis and/or operational analysis might be worthwhile.
    The presentation of your project will vary but here are a couple of suggested formats/outlines.

    For an application project:

  • Abstract -- very brief explanation of the physical problem and the mathematics you will use to solve it.
  • Explain the physical problem clearly and the equations that arise. Someone who knows nothing about the topic should understand it. Derive or explain the equations.
  • Explain the numerical methods you use and how they relate to your problem
  • Present specific examples that demonstrate that you were successful in solving the applied problem. Explain what your solution means
  • Explain any difficulties the problem might have in special cases or conditions needed (E.g., Do you need a close starting guess?, etc.)
  • Conclusions
  • References
  • Attach computer code, figures, output of computer code.
  • For a project describing a numerical method:
  • Abstract -- very brief explanation of the types of problems the method should be good for and a little bit about the math involved -- this will be very project dependent. If you are comparing methods, you want to mention briefly your conclusions.
  • Explain the mathematical problem to be solved clearly.
  • Give a derivation of the method or the math background to understand why it works.
  • Discuss when the method should work best, convergence, when it shouldn't work, etc.
  • Present specific examples that demonstrate that you were successful in coding up the method and demonstrate cases where the method slows or fails.
  • Conclusions
  • References
  • Attach computer code, figures, output of computer code.
  • Some (mathy) Project Ideas:
    Nonlinear Equations:
    Roots of a polynomial using synthetic division and deflation or Bairstow's Method
    Fractional linear root finding method
    Muller's Method for finding roots including complex ones and Inverse quadratic interpolation
    Quasi-Newton Methods for Nonlinear Systems -- Theory and Implementation of Broyden's Method
    Functional iteration for Nonlinear Systems
    Horner's rule and Horner's ruls for derivatives
    Division using Newton's method
    Chord Method (Epperson)
    Halley's method (Epperson)
    Secant method including error analysis
    Hybrid root finding methods (Brent's method)
    Interpolation:
    Neville's iterated interpolation
    Hermite Polynomials
    Spline Code (Cubic, Bezier, B-) and error analysis
    Using Splines for Integration and Differentiation
    Parametric curve interpolation using Hermite cubics (Bezier curves)
    Orthogonal Polynomials
    Legendre Polynomials and applications
    Chebyshev Polynomials and applications
    Continuous Least Squares
    (Fast) Fourier Transform
    Pade Approximants
    Linear Algebra:
    Solving linear equations with full pivoting and error analysis
    Householder's Method
    QR algorithm
    Singular Value Decomposition
    Finding determinants by the definition vs. by Gaussian Elimination (finding eigenvalues by combining techniques)
    Eigenvalues, Eigenvectors -- Deflation, Inverse Power Method
    Sparse matrix solutions
    SOR
    Householder's method
    Block tridiagonal solvers
    Cholsky's method
    Careful matrix error analysis and examples
    Jacobi and Gauss-Seidel including proof of convergence for diagonally dominant case
    Jacobi and Gauss-Seidel including proof convergence is better for GS for symmetric positive definite case
    Numerical Integration:
    Multiple integration
    Gaussian Quadrature
    Adaptive Quadrature
    Quadrature with non-smooth integrands, or singularities
    Monte Carlo Methods
    Differential Equations:
    Implicit ODE solvers for nonlinear ODEs -- using Newton's or Secant Method
    Stiff ODEs and Stiff Systems
    Error Control for ODE solvers Runge-Kutta-Fehlberg Method)
    Variable step size for multi-step ODE solvers
    Nonlinear ODE Boundary Value Problems
    Rayleigh-Ritz and Finite Element Ideas
    Finite Elements in One Dimension (Variational Principle)
    Elliptic PDEs solution - finite difference - diagonally dominant band matrices
    Parabolic PDEs solution - forward and backward differences and stability, Crank-Nicolson method
    Optimization:
    Conjugate gradient method
    Steepest Descent Methods
    Optimization -- Linear Programming
    Simplex Method
    Miscellaneous:
    Computer arithmetic
    Multigrid Methods
    Some (application) Project Ideas:
    DNA mutation probability -- linear algebra -- Markov chains
    Protein and Nucleic Acid evolution -- mutation probabliity matrices
    Syringe Deflection, Beam deflection - ODE-BVPs, 4th order
    Reservoir routing -- Time dependent ODEs
    Pipe Networks -- Systems of linear equations, linear independence
    Hydraulic Systems and pipe networks -- systems of nonlinear equations
    Predator-Prey ODE systems (B&F p. 329)
    Glucose uptake and insulin production -- system of ODEs
    Free-fall with resistance -- nonlinear root finding, ODE solutions, extensions (B&F p. 65)
    Financial modeling -- annuities, mortgages -- root finding (B&F p. 77)
    Financial modeling -- options pricing -- PDEs
    Sports modeling -- e.g. shutout probablities and extensions, root finding (B&F p. 77)
    Position and speed interpolation -- Hermite polynomials (B&F p. 142)
    Probabilities using the bell curve -- numerical integration (B&F p. 207)
    Modeling particles moving through a fluid -- PDEs or integration (B&F p. 207)
    Non-linear pendulum vs. Linear Pendulum -- Systems of ODEs (B&F p. 329)
    Population modeling problems -- Markov chains, eigenvalues (B&F pp. 387 and  443)
    Random walk type problems and particle motion -- iteration (B&F p. 459)
    Least squares for complicated realistic functions, e.g. moth energy (B&F p.486)
    Electrostatic potential -- boundary value problems (B&F p. 632)