Problem sets are given most weeks and are due at the start of each week. Problem sets consist of problems designed to be more challenging and will include a combination of look-ahead and look-back problems. Look-ahead problems are based on material that we have not yet discussed in class (though you will have had a reading assignment on the material). Look-back problems are based on material that we have discussed in class.
Late homeworks will not be accepted. This will always be the case unless a permission to submit late is obtained from the course faculty in advance. Such permission is only given if there is a strong (and generally totally unforeseen) reason. Except in extreme cases, this permission must be obtained at least three days prior to the due date. Computer-related disasters are NOT considered excuses for missing deadlines.
While discussion of the homework is encouraged among students, the work submitted for grading must represent your understanding of the subject matter. Significant help from other students or other sources should be noted in writing (at the top of your assignment).
|Unit 1: Numerical Integration of ODEs|
|Homework 1 (PDF)|
|Homework 2 (PDF)|
|Unit 2: Numerical Methods for PDEs|
|Homework 3 (PDF)|
|Homework 4 (PDF)|
|Homework 5 (PDF)|
|Homework 6 (PDF)|
|Homework 7 (PDF)|
|Unit 3: Probabilistic Methods and Optimization|
|Homework 9 (PDF)|