MA 254: Numerical Analysis

Credits: 3:0

Introduction: Floating point representation of numbers and roundoff errors, Interpolation Numerical integration.

Linear systems and matrix theory: Various factorizations of inversion of matrices, Condition number and error analysis.

Non-linear systems: Fixed point iteration, Newton-Rapson and other methods, Convergence acceleration.

Numerical methods for ODE: Introduction and analysis of Taylor, Runge-kutta and other methods.

Numerical methods for PDE: Finite difference method for Laplace, Heat and wave equations.  

Suggested books and references:

  1. Faires, J. D. and Burden, R., Numerical Methods, Brooks/Cole Publishing Co., 1998.
  2. Conte, S. D. and Carl de Boor., Elementary Numerical Analysis
  3. Stoer, J. and Bilrisch, R., Introduction to Numerical Analysis, Springer- Verlag, 1993.
  4. Iserlas, A., First course in the numerical analysis of differential equations, Cambridge, 1996.

All Courses

Contact: +91 (80) 2293 2711, +91 (80) 2293 2265 ;     E-mail: chair.math[at]iisc[dot]ac[dot]in
Last updated: 28 Nov 2023