• Information sheet
  
• Lecturer: Dr. Adrian Baule
• Office: Maths B14
• Email: a.baule@qmul.ac.uk
• Phone: ext. 3160
• Office hours: Thursday 11:00-12:00, Friday 11:00-12:00
  
• Lectures: Thursday 9:00-11:00 Maths 203
• Tutorials: Friday 9:00-11:00 Queens W207
• Module webpage: www.maths.qmul.ac.uk/~baule/MTH739U/
  
• Assessment: Courseworks 50%, independent project 50%. No final exam.
  

• The department offers a programming seminar starting in the second week of the spring term. More details here.
  
• Please decide on your project as soon as possible, the latest end of week 6.
• No lecture during reading week, please start working on your project.
• Project submission deadline: 20/04/2012.
  

• Week 1: lecture notes
• Week 2: lecture notes, code examples
• Week 3: lecture notes, code examples
• Week 4: lecture notes, code examples
• Week 5: lecture notes, code examples
• Week 6: lecture notes, code examples
• Week 8: lecture notes, code examples
• Week 9: lecture notes, code examples
• Week 10: lecture notes, code examples
• Week 11: lecture notes, code examples
• Week12: lecture notes
  

• Coursework 1: exercise sheet
• Coursework 2: exercise sheet
• Coursework 3: exercise sheet
• Coursework 4: exercise sheet
  

• Chapter 1: Basics of scientifc programming
  
• List of useful Matlab/Octave commands
• Octave Manual
• Matlab Getting Started Guide
• Interactive Matlab page (Eng Dept, QMUL)
• Mathematical Algorithms using Matlab, Maple, and C by Anton Betten
• Chapters 7, 8 and 9 of MTH4105 Introduction to Mathematical Computing
• Matlab books by Cleve Moler
• Tips for manipulating vectors and matrices (from the BlinkDagger blog)
• Chapter 2: Numerical solutions of ordinary differential equations
• Octave manual: Ordinary differential equations
• MathWorks website: Differential equations in Matlab
• Mathlab help: Ordinary differential equations
• Chapter 7 of C. Moler, Numerical Computing with Matlab
• Chapter 13 of C. Moler, Experiments with Matlab
• D. Houcque, Applications of Matlab: Ordinary Differential Equations
• Wikipedia: Numerical ODEs
• Wikipedia: Runge-Kutta
• Chapter 3: Random number generation
• AMS article: Random numbers - Nothing left to chance
• Wikipedia: Monte Carlo method
• L. Devroye, Non-Uniform Random Variate Generation
• Numerical Recipes, Chapter 7: Random Numbers
• S. Asmussen and P. W. Glynn: Stochastic Simulations, Springer, 2007. Chapter 2
• Chapter 4: Simulation of stochastic processes
• Wikipedia: Brownian motion
• Wikipedia: Wiener process
• Wikipedia: Stochastic differential equations
• Wikipedia: Geometric Brownian motion
• D. J. Higham, An algorithmic introduction to numerical simulation of stochastic differential equations, SIAM Review 43, 525-546, 2001
• S. Asmussen and P. W. Glynn: Stochastic Simulations, Springer, 2007.

References

• R.L. Burden and J.D. Faires, Numerical Analysis, 2005. QM Library: QA297 BUR
• W. Cheney and D. Kincaid, Numerical Mathematics and Computing, Brooks/Cole, 1999
  
• F. J. Wright, Computing with Maple, Chapman/CRC Press, 2001. (for Maple and programming in general)
• F. Vivaldi, Experimental Mathematics with Maple, CRC Press, 2001. (for Maple)
• C. Moler, Numerical Computing with MATLAB
• C. Moler, Experiments with MATLAB

• On Windows: Download the Octave Windows installer from the SourceForge site and follow the instructions of the installer
• On Mac: Download the Octave app from the SourceForge site and follow the instructions of the installer
• Note for Mac users, Mac OS v 10.5.8 and later (essentially Snow Leopard): Octave won't work properly unless you fix a small bug. Follow the instructions here or here

How to log on to Windows XP

• Start the computer
• Select the 'Standard Student Service' environment
• Enter your login name in the QM blue login window
• Select the 'Windows Standard Service' environment
• In the Novell Client window, enter your username and password
• That's it; Windows XP should now start up

Starting Octave

• Select the 'Start' (green) button
• Go to 'Programs/Dept/Octave/'
• Select 'Octave'
• In the Octave window, move to your current directory by typing
  cd 'G:/My Documents/'
• You can also move your current directory to a USB stick
• Start your editor window by typing
  edit

Network Octave bug on Windows

• For some reasons, Octave doesn't see scripts (m-files) that are newly created on network drives such as the 'G:' drive (your home space) or USB sticks. This is a known issue apparently. The solution is to type
  
  path(path);
  
  everytime you create a new function or script.
• This bug only affects networked and mounted drives. You should have no problem running Octave on your home PC or laptop.