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