Math 620 - Numerical Analysis

Fall 2007 - Andrei Draganescu

Detailed Schedule


This schedule is tentative, and will continously suffer corrections.
The chapter numbers refer to the text, Kendall E. Atkinson, An Introduction to Numerical Analysis, second edition, Wiley, 1989.
Class Date Topic Section(s)
1 We 08/29 Introduction
Mo 09/03 Labor Day
2 We 09/05 Gaussian elimination: LU factorization. 8.1, 8.2
3 Mo 09/10 Pivoting in Gaussian elimination: LUP factorization. 8.3
4 We 09/12 LU factorization for band matrices. Taylor's theorem and applications. 8.3, 1.1
5 Mo 09/17 Nonlinear equations: bisection method, Newton's method. 2.1, 2.2
6 We 09/19 Nonlinear equations: Newton's method, secant method. 2.2, 2.3
7 Mo 09/24 Nonlinear equations: secant method, fixed point method. 2.3, 2.5
8 We 09/26 Matrix norms. 7.3
9 Mo 10/01 Matrix norms (continued). The contraction principle. 7.3, 2.10
10 We 10/03 The contraction principle (continued). The fixed point method for systems of nonlinear equations. 2.10
11 Mo 10/08 Newton's method for nonlinear systems. 2.11
12 We 10/10 Polynomial interpolation theory. 3.1
13 Mo 10/15 Newton divided differences. 3.2
14 We 10/17 Hermite interpolation. 3.6
15 Mo 10/22 review discussion
16 We 10/24 Midterm exam.
17 Mo 10/29 Spline interpolation. 3.7
18 We 10/31 Function approximation. 4.2, 4.3
19 Mo 11/05 Orthogonal polynomials. 4.4
20 We 11/07 Numerical differentiation. 5.7
21 Mo 11/12 Numerical integration 1. 5.1, 5.2
22 We 11/14 Numerical integration 2. 5.1, 5.2
23 Mo 11/19 Gaussian integration. 5.3
24 We 11/21 Numerical differentiation. 5.7
25 Mo 11/26 Numerical solution of ODEs. Introduction and Euler's method. 6.1, 6.2
26 We 11/28 Design of multistep methods, midpoint method, backward methods. Numerical illustration. 6.3 (part), 6.4 (part)
27 Mo 12/03 Multistep methods. Consistency and convergence. Trapezoidal method. 6.3, 6.4, 6.5
28 We 12/05 Stability and convergence of multistep methods. 6.8
29 Mo 12/10 Overview of Runge-Kutta methods, regions of stability. Review of second part of the course.
Mo 12/17 6:00-8:00 PM Final Exam Note the date and time!

page last modified 10/30/2007