Numerical Methods for Simulation, Optimization, and Control

MAE 290A

Fall 2013

Lectures

09:00-09:50AM, MWF at CSB 002 PETER 104

Instructor

Mauricio de Oliveira, first name at ucsd dot edu

Office hours

10:00-11:00AM Wed at EBU I 1602.

TA

Ed Pogue, e last name at ucsd dot edu

Office hours

02:00-03:00PM Th at EBU I 1603.

Textbook

The main reference material for this course is the electronic book Numerical Renaissance: simulation, optimization, & control by Thomas Bewley.

The book can be read or downloaded here.

We will cover the first 4 Chapters then some select sections, time permitting. I will shuffle much of the material as we go through the text.

Other Useful References

Matlab

We will make extensive use of Matlab for computations, so it is important that you have access to a computer with Matlab.

You will need Matlab to complete some of the assignments.

In this class, almost everything you need can be done with the Student Version of Matlab (100$ at the bookstore) as well as with the free Matlab clone Octave.

Matlab Files

Exams and Assignments

Homework

  1. Homework #1
    Due on: 10/18/2013
    solution
  2. Homework #2
    Due on: WILL NOT BE GRADED
    solution
    Beware that Ed uses A = P L U and A = P L U QT for his LU with partial and complete pivoting!
    In class I used P A Q = L U and P A Q = L U which is more standard.
  3. Homework #3
    Due on: 11/15/2013 11/18/2013
    solution
  4. Homework #4
    Due on: 11/29/2013 12/03/2013
    solution

Midterm

Final

Grade

GRADE = 0.3 * HOMEWORK + 0.3 * MIDTERM + 0.4 * FINAL

Past Exams

Here is a link to some past exams with solutions.


Mauricio de Oliveira