Lecturer |
| Prof. Ronald Lok Ming Lui Office: 207 Tel: 3943-7975 Email: |
Teaching Assistant |
| Ka Chun Lam Office: LSB 228 |
| Zhao Rui Office: LSB 101 Email: |
Time and Venue |
| Lecture: Tuesday 12:30pm-2:15pm (LT5); Friday 10:30am-11:15am (LT2) |
| Tutorial: Friday 9:30am-10:15am (LT2) |
This course introduces the general techniques frequently used in computational and applied mathematics. Applications can be found in different areas such as physics, engineering, imaging sciences and so on. In real situation, practical problems can usually be formulated or modeled by differential Equations, linear or nonlinear system of equations. Developing effective methods to solve and analyze these equations is therefore very important. In this course, we aim to give a brief introduction of the methods frequently used in applied mathematics to solve and analyze these problems. In particular, both analytical and numerical approaches will be introduced.
The outline of the course is summarized as follows:
1. Introduction: (a) Motivation of the course; (b) Physical modeling and PDE;
2. Analytic approach: (a) Simple cases: Separation of variable, Initial value problem, Boundary value problem; (c) Laplace method; (d) Fourier method and Fast Fourier Transform;
3. Numerical approach: Spectral method
4. Numerical approach: Iterative method for solving linear system; (a) Motivation of solving linear system by finite difference method; (b) Gaussian elimiation revision; (c) Iterative method for solving very large linear system; (d) Convergence;
4. Eigenvalue problem
5. Least-square method
6. Conformal mapping: dealing with complicated domains.
| Homework assignment (written and programming) | 20% | |
| Midterm (October 26, 9:30am-11am) | 30% | |
| Final | 50% |
The Chinese University of Hong Kong places very high importance on honesty in academic work submitted by students, and adopts a policy of zero tolerance on cheating and plagiarism. Any related offence will lead to disciplinary action including termination of studies at the University. Although cases of cheating or plagiarism are rare at the University, everyone should make himself / herself familiar with the content of the following website:
http://www.cuhk.edu.hk/policy/academichonesty/and thereby help avoid any practice that would not be acceptable.