AMS - 326 - Syllabus - Summer 2024

AMS 326 - Numerical Analysis
Summer 2024
Instructor: Wenhan Gao

Time: Tuesday & Thursday, 6:00 – 9:25 PM
Location: Remote through Zoom
Email: wenhan.gao@stonybrook.edu
Office Hours: Wenhan: Tuesday & Thursday, 5:00 – 6:00 PM, Zoom
Course Description: This course provides a comprehensive introduction to numerical analysis, focusing
on both traditional methods and their implementation using modern computer programming. Students will
develop essential skills for utilizing computational techniques to solve problems in computational mathemat-
ics, finance, and engineering. This course covers direct and indirect methods for the solution of linear and
nonlinear equations, computation of eigenvalues and eigenvectors of matrices, quadrature, differentiation,
and curve fitting, and numerical solutions of differential equations.
Prerequisites: AMS 161; basic skills in using a high-level programming language (C, C++, or Java); AMS
210 or MAT 211 (advisory).
Required Textbook: None; Lecture notes will be provided.

Optional/Recommended Textbook: Numerical Analysis by Timothy Sauer; 3rd edition, 2017, Pearson
Publishing; ISNB: 978-0134696454
Learning Outcomes:
1. Demonstrate knowledge of the foundational notions of numerical analysis, including basic computer
science on storing and manipulating numbers, on finite precision of arithmetic calculations, on the
definition of errors and condition number.
2. Demonstrate knowledge of interpolating data using polynomials or trigonometric functions and apply-
ing those interpolations to estimate, differentiate, and integrate functions.
3. Demonstrate knowledge of solving systems of algebraic equations using a variety of methods, including
iterative ones, leveraging the methods on numerical linear algebra.
4. Demonstrate proficient knowledge of solving ordinary differential equations and their systems, both
as initial value problems and as boundary value problems.
5. Demonstrate basic understanding of numerical optimizations and of simple Monte Carlo methods.
6. Demonstrate basic understanding of the numerical aspects of Fourier transforms.
Tentative Course Topics:
• Introduction to Numerical Computation and Computer Arithmetic (∼ 0.5 lecture)
• Polynomial Interpolation and Splines (∼ 1.5 lectures)
• Numerical Integration (∼ 1 lectures)
• Numerical Solutions of Non-linear Equations (∼ 1 lectures)
• Direct Methods for Systems of Linear Equations (∼ 1.5 lectures)
page 1 of 2
AMS 326 Summer 2024
• Fixed Point Iterative Solvers for Linear Systems (∼ 1.5 lectures)
• Numerical Solutions of ODEs (∼ 1.5 lectures)
• Numerical Optimizations and Fast Fourier Transforms (∼ 1.5 lectures)
• (If time allows) Finite Difference for Partial Differential Equations
Course Format and Grading Policy: The course will be conducted online through Zoom; however,
attendance is still expected. Homework will be assigned approximately weekly and will be due at least a
week after it is given. The homework will involve the implementation of numerical methods taught in class,
and a short written report that includes your results is required. All lecture notes and coding examples
will be provided as Jupyter notebooks (Python). However, all programming languages are allowed for the
homework, provided your scripts are directly runnable without interpretation or compilation errors. Grades
will be assigned based on the quality and correctness of the code and reports. There will be an open-book
coding midterm exam similar to the format of the homework and a final exam that consists of a closed-book
written part on the understanding of concepts and numerical methods taught in class, and an open-book
coding part similar to that of the midterm.
Homeworks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45%
Midterm Exam . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20%
Final Exam . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35%
Student Accessibility Support Center: If you have a physical, psychological, medical, or learning
disability that may impact your course work, please contact the Student Accessibility Support Center,
Stony Brook Union Suite 107, (631) 632-6748, or at sasc@stonybrook.edu. They will determine with you
what accommodations are necessary and appropriate. All information and documentation is confidential.
Academic Integrity: Each student must pursue his or her academic goals honestly and be personally ac-
countable for all submitted work. Representing another person’s work as your own is always wrong. Faculty
is required to report any suspected instances of academic dishonesty to the Academic Judiciary. Faculty in
the Health Sciences Center (School of Health Professions, Nursing, Social Welfare, Dental Medicine) and
School of Medicine are required to follow their school-specific procedures. For more comprehensive informa-
tion on academic integrity, including categories of academic dishonesty please refer to the academic judiciary
website at https://www.stonybrook.edu/commcms/academic_integrity/index.html.
Critical Incident Management: Stony Brook University expects students to respect the rights, privileges,
and property of other people. Faculty are required to report to the Office of Student Conduct and Community
Standards any disruptive behavior that interrupts their ability to teach, compromises the safety of the
learning environment, or inhibits students’ ability to learn. Faculty in the HSC Schools and the School of
Medicine are required to follow their school-specific procedures. Further information about most academic
matters can be found in the Undergraduate Bulletin, the Undergraduate Class Schedule, and the Faculty-
Employee Handbook..
page 2 of 2

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AMS 326 - Numerical Analysis

Instructor: Wenhan Gao

Required Textbook: None; Lecture notes will be provided.

6. Demonstrate basic understanding of the numerical aspects of Fourier transforms.

Tentative Course Topics:

• Introduction to Numerical Computation and Computer Arithmetic (∼ 0.5 lecture)

• Polynomial Interpolation and Splines (∼ 1.5 lectures)

• Numerical Integration (∼ 1 lectures)

• Numerical Solutions of Non-linear Equations (∼ 1 lectures)

• Direct Methods for Systems of Linear Equations (∼ 1.5 lectures)

• Fixed Point Iterative Solvers for Linear Systems (∼ 1.5 lectures)

• Numerical Solutions of ODEs (∼ 1.5 lectures)

• Numerical Optimizations and Fast Fourier Transforms (∼ 1.5 lectures)

• (If time allows) Finite Difference for Partial Differential Equations

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