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You have reached the course website for

18.085 Fall 2009

Class stuff:

MWF 11-12 2-190

Lecturer: Gilbert Strang
Office: 2-240
e-mail: gs@math.mit.edu

Teaching Assistants:

Hoeskuldur Petur Halldorsson
Office: 2-087
e-mail: hph@math.mit.edu
Office Hours: Tuesdays at 4:00-5:30 in room 2-142

Nan Li
Office: 2-333
e-mail: nan@math.mit.edu

Qian Lin
Office: 2-314
e-mail: qianlin@math.mit.edu



[announcements] [homework assignments] [quizzes and solutions] [links] [resources and old exams]

Course Topics

  • Applied Linear Algebra
  • Applied Differential Equations
  • Fourier Methods
  • Algorithms
  • Course outline 2008



  • Goals for the Course: See applications of calculus, ODE, linear algebra, and discrete methods without going into too much proof.
  • Textbook: Computational Science and Engineering (Wellesley-Cambridge, 2007).
  • Grades: Homework 40%, 3 evening quizzes 60%, no final.
  • Homework: Due Wednesdays. Please use MATLAB notation to describe algorithms. Use of MATLAB for tedious calculations is encouraged, however you need to know how to do the basic algorithms taught in the course by hand (at least for small matrices) for the quizzes.


    Announcements

    Extra office hour on Monday Dec 7 (probably at 5 in 2-190)

    Exam 3 Tuesday Dec 8 Walker Memorial 7:30 - 9:30

    Exam 2 - Solutions


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    HOMEWORK


    Please include your 18.085 number (if it was circled on hwk 1)
    at the top of your first homework page to help us order the hwks alphabetically
    THANK YOU

    #10 for Fri Dec 4 (Quiz TUES 8th IS IN WALKER !!!!)

    Section 4.4: 1, 2, 3, 7, 8, 9, 10

    Section 4.5: 1, 2, 8, 10, 11, 12, 14, 22, 24, 25


    #9 for Mon Nov 23

    Section 4.1: 1, 6, 10, 13, 14, 18

    Section 4.2: 4

    Section 4.3: 2, 6, 8, 10, 15, 22

    Problem 4.3.22 was added in the latest printing of the book. Here are the two important parts of the problem:
    a) Write out F2D = kron(F,F) for N=2. It will be 4 by 4
    d) Why does F2D times a vector u2D need only O(N^2 log N) operations?

    MATLAB Homework

    The homework is about the important "Gibbs phenomenon".
    Create a figure like Fig. 4.3 showing the partial sums of the
    Fourier series for the SQUARE WAVE in Exercise 4.1.2.
    It jumps from -1 to +1 at x = 0.

    Can you determine the amount of the overshoot? In what way does
    this same overshoot number appear in Fig. 4.2 for the delta function?
    What is the size of the overshoot if the step fcn jumps from 0 to A ?

    Find a relation between the WIDTH of the overshoot (the first lobe
    above +1) and the NUMBER of terms in the partial sum for the square wave.

    New question (to me): Beyond the overshoot in Fig. 4.3
    it looks to me that there is an UNDERSHOOT below +1. Is this true
    in your graph of partial sums? What depth of undershoot?
    I hope you can blow up the figure near the jump.

    Extra: Also graph and blow up the Fourier series for the ramp
    function f(x) = max(0,x) near the corner (not a jump!) at x = 0.


    #8 for Fri Nov 6 -
    Solutions

    Section 3.3: 7, 8, 11, 16, 24 (harder), 27

    Section 3.4: 4, 17, 18

    Section 3.5: 1, 2 (the book explains the kron command)


    #7 for Fri October 30 - Solutions

    Section 3.1: 1, 2, 5, 9, 11, 14, 17

    Section 3.2: 5, 7, 17, 19


    #6 for Wed October 21 - Solutions

    Section 2.7: 1, 2, 3, 6, 7, 11

    MATLAB1 : Create the matrix A for Problem 5 (Truss E, with 30-30-120 triangle at the top) Check det (A'*A) Find 2 solutions to Au = 0.

    MATLAB2: Bar 2 of a 4-node truss connects joints 1 and 3 at a 45 degree angle. That row of A is row2 = [-1 -1 0 0 1 1 0 0]/sqrt(2)] With stiffness c2 = 6, print the stiffness matrix E2 = c2*row2' *row2. The true element matrix e2 is 4 by 4, without all the zeros in E2. Print e2 and execute a Matlab command to place e2 into E2.


    #5 for Wed October 14 - Solutions

    Section 2.4: 7, 8, 9, 11, 14, 15, 17, 18


    #4 due the evening of Thursday October 8 (when you hand in the exam)

    Section 2.2: 5 + this question:

    Solve u'' = -Tu for T = [1 -1; -1 2]. Looking for the solution with 4 constants A B as on page 116 (which was fixed-fixed)

    Section 2.3: 1, 7, 8, 9, 12

    Section 2.4: 1, 3

    Please keep this homework for reference during the exam / plan to collect later


    #3 for Wed September 30 - Solutions

    Section 1.6: 20, 22, 24, 27

    Section 2.1: 1, 3, 7, 8, plus this question

    First MATLAB Homework in 18.085

    Find the displacements x(1),...,x(100) of 100 masses connected by
    springs all with c = 1. You may take each force f(i) = .01
    and consider two boundary conditions at the bottom:
    (a) Spring 101 connects the last mass to a support as in Figure 1.7
    (b) Mass 100 hangs free at the end of the line of springs.

    Submit GRAPHS of the displacements in these two cases.

    Here are a few MATLAB hints, mostly correct: d = ones(100,1) is a
    column vector of 100 ones and diag(d) is a diagonal matrix (in fact I)
    with d on the diagonal. diag(d,1) puts d on an off-diagonal, maybe
    this matrix has order 101. After computing the vector x try

    plot(x,'+')
    xlabel('mass number')
    ylabel('displacement')
    print


    Suggested problems not to turn in
    Section 1.5: 9
    Section 1.6: 15, 16


    NOTE: The mysterious numbers on the graded Hwk 1 are in alphabetical
    order -- if you write your number at the top of future homeworks, that
    helps to put them quickly in the right order. (Some don't yet have a
    number, still to do)


    #2 for Wed September 23 - Solutions

    Section 1.3: 1, 5, 9, 11

    Section 1.4: 1, 4, 7, 15

    Section 1.5: 1, 7, 9, 13

    Section 1.6: 4, 6


    #1 for WED September 16:

    Section 1.1: 2, 5, 17, 20

    Section 1.2: 1, 4, 7, 16

    from the CSE textbook

    NOTES
    Apologies that question 1.2.1 involves delta functions !!
    The slope of u(x) jumps from A to B.
    So the next derivative is a delta function at x = 0 of magnitude ... (see page 38)
    No boundary conditions in this question, it runs from minus infinity to infinity.
    And the last line of 1.2.14 needs a multiplication by -1. One more error is hidden in the book.

    PLEASE PRINT YOUR NAME CLEARLY
    The class list will be created from the homeworks -- and Hwk 1 will not be graded in full detail, it is a start for this course.


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    Quizzes and Solutions



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    Previous Course Content


    This section contains information from the previous courses, videos, practice exams, and extra homework and solutions. (Please report broken links so I can fix them).

    18.085 from Fall 2008 is now completely online at OCW-18.085

    Videos:   The special event for Fall 2008 is that the lectures will be recorded for OpenCourseWare You will already find a partial earlier set on the website but the course has since evolved. The videos of 18.06 Linear Algebra have been successful on OCW (please use them for help!!). The Lord Foundation gave a new grant for 18.085.


    Class Resources

    o Videos of Professor Strang's Lectures (Lincoln Lab, Spring 2001)

    o 18.085 Course information page from Fall 2007.

    o Movie of elimination   moe.m   (also need realmmd.m )

    o Code to create K,T,B,C as sparse matrices

    o MATLAB's backslash command to solve Ax = b   (ps, pdf)

    o Getting started with Matlab: http://ocw.mit.edu/OcwWeb/Mathematics/18-06Spring-2005/RelatedResources/

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    Exams and Solutions from previous years

    o Exams and Solutions (Spring 2009)

    o Exams and Solutions (Fall 2006)

    o Exams and Solutions (Fall 2005)

    o Exams and Solutions (Fall 2004)

    o Exams and Solutions (Fall 2003)

    o Exams and Solutions (Fall 2002)

    o Exams and Solutions (Fall 2001)

    o More Exams and Matlab Homeworks from previous years

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