CAAM 336

DIFFERENTIAL EQUATIONS IN SCIENCE AND ENGINEERING

Fall 2016 Rice University
Lectures:

Sect 002, MWF 1:00-1:50pm, DCH 1064

Sect 001, MWF 1:00-1:50pm, DCH 1070

Web Site:

http://www.caam.rice.edu/caam336

Lead Instructor
Instructor:
Teaching Asst:
Recitation:
Text:

Grade Policy:

Prof. A. Gillman (adrianna.gillman@rice.edu), Duncan Hall 3022, (713) 348-5665

Office hour: TBD, or by appointment
Travis Thompson (tthompson@rice.edu), Duncan Hall 2006
Office hours: Wed 2:00 - 3:00 p.m., Thu 3:30 - 4:30 p.m., or by appointment
TBD (email@rice.edu), Duncan Hall Rm TBD
Office hour: TBD, or by appointment
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The content of this course is based on material from:
Mark S. Gockenbach, Partial Differential Equations: Analytical and Numerical
Methods, SIAM, Philadelphia, 2011.
Homework will account for 25% of the final grade and three scheduled exams will account for the
remaining 75% (25% each) . Failure to attend or submit, by the deadline, an exam may result in a
score of zero for that exam.

Matlab:

Most homework questions will require some MATLAB programming. Any MATLAB codes
that you write for the homework must be printed out and attached to the corresponding
homework in order to receive credit. For assistance with parts of the homework requiring
MATLAB, please consult the class website for additional materials.

Honor Code:

It is an honor code violation to turn in code or solutions which have, in all or in part, been
copied from another student. It is also an honor code violation to consult solutions to the
homework or exams from previous sections of this class.

Homework:

Late Policy:

Re-grade Policy:

There will be 8 problem sets over the semester. Problem sets are due by 5pm on the specified date.
Mathematically rigorous solutions are expected; strive for clarity and elegance.
You may collaborate on the problems, but your write-up must be your own independent work.
Transcribed solutions and copied MATLAB code are both unacceptable.
You may not consult solutions from previous sections of this class.
Problem sets are due no later than 5pm on the posted due date in the Duncan Hall Mailroom
DH 1092. Assignments turned in after this time will not be accepted and will receive a score
of 0%. In exceptional circumstances, contact the instructor as soon as possible: we adhere
to Student Healths No Note policy.
If your work has been graded incorrectly, you may submit a re-grade request. Clearly explain the
perceived error on a separate sheet of paper, staple it to the front of your graded paper, and give
it to the instructor.
Any student with a disability requiring accommodation in this course is encouraged
to contact the instructor during the first week of class, and also to contact
Disability Support Services in the Ley Student Center.

Prerequisites:

CAAM 210 (Introduction to Engineering Computation) and MATH 212 (Multivariable Calculus),
or permission of the instructor. Less formally: you should be able to write elementary MATLAB
programs, and be comfortable with vector calculus and basic vector and matrix operations.

Course Objectives:

CAAM 336 students learn to identify partial differential equations and solve canonical cases using
both analytical and computational techniques.

Course Outcomes:

Upon completing this course, students should be able to:

1) explain the concept and computation of a best approximation from a subspace;
2) identify linear operators and compute their spectra in basic cases;
3) apply these concepts to obtain exact series solutions to differential equations;
4) approximate solutions to model PDE with the finite difference and finite element methods;
5) create MATLAB programs that compute and visualize approximate solutions

CAAM 336 Manifesto and Outline

Differential equations form the heart of applied mathematics: they capture an amazing variety of phenomena
in fields ranging from physical science and engineering to biology, from financial derivatives to traffic flow.
As useful as these equations are, in practice they can be quite difficult to solve: as you read these words,
many of the worlds fastest computers are busily calculating solutions to such equations. Though the roots
of this field reach back to the 18th century, many important, fascinating problems remain for you to tackle.
Nearly all disciplines in science and engineering rely fundamentally on differential equations.
This course introduces and works with the three most famous partial differential equations: the Poisson
(diffusion) equation, the heat equation, and the wave equation. There are two main approaches to solving
these equations: one that constructs the exact solution as an infinite series (the spectral method) and
another that uses numerical methods to quickly build approximations to the solution. In addition we will
also briefly discuss the method of finite differences.
By mastering these ideas you will not only learn elegant techniques for solving classical problems; you will also
develop tools to solve the problems you will discover for yourselves as professional scientists and engineers.
CAAM 336 Tentative Course Outline

Week
8/22
8/29
9/5
9/12
9/19
9/26
10/3
10/10
10/17
10/24
10/31
11/7
11/14
11/21
11/28
12/6

(Tentative) Lecture Topic Highlights

PDEs, the heat equation, and wave equation
Intro to Finite differences, order of approximation, vector spaces
(Mon: Labor Day) Range, Nullspace, inner products
The L2 inner product, generalized orthogonality, Projection Theorem
Eigenvalues, Eigenvectors, Transpose, Spectral method for symmetric linear systems
Boundary value problems, symmetric linear differential operators, eigenfunctions
EXAM Week: Exam 1
The spectral method: step-by-step
(Mon: Fall Recess) Spectral method, inhomogenous b.c.
Intro to Finite Element method
Finite elements: the piecewise polynomial space, the energy norm
steady state heat equation
Finite elements: Inhomog. Dirichlet boundary conditions
The spectral method: Matrix exponential, homogenous steady heat equation
EXAM Week: Exam 2
Time dependent spectral method, inhomogeneous boundary conditions
Neumann boundary conditions, FEM: Unsteady heat eq.
Solving time-dependent problems using numerical time integration
(Forward, Backward Euler) and stability
THANSGIVING BREAK
The wave equation: the spectral method, and the finite element method
Final exam week

Reading
1, 2.1, 2.3
7.5.1, 3.1, 3.2
3.2, 3.3, 3.4
3.4.1, 3.4.2
3.5.1, 3.5.2, 3.5.3
5.1, 5.2.1 - 5.2.3
5.3.1 - 5.3.3.
5.3.4, 5.4
5.5, 5.6, 5.6.1
5.6.2
4.3.1, 6.1

6.2, 6.4
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