Math 441/620 - Numerical Analysis

Spring 2000 - Matthias K. Gobbert

Syllabus

This syllabus is designed to give you an overview of the material to be covered and is tentative in nature.
The chapter numbers refer to the text, Kendall E. Atkinson, An Introduction to Numerical Analysis, second edition, Wiley, 1989.
Week Dates Main Topic Chapter
1 01/31-02/04 Overview, Gaussian elimination: LU factorization, error 8
2 02/07-02/11 Taylor's theorem, sources of error 1
3 02/14-02/18 Numerical differentiation: methods and errors, effect of round-off 5
4 02/21-02/25 Interpolation: theory and practice, Newton divided differences 3
5 02/28-03/03 Interpolation: piecewise polynomial interpolation 3
6 03/06-03/10 Numerical integration: Newton-Cotes rules, theory 5
7 03/13-03/17 Numerical integration: Gaussian quadrature 5
03/20-03/24 Spring Break
8 03/27-03/31 Approximation: orthogonal polynomials, concepts 4
9 04/03-04/07 Rootfinding: bisection method, theory of fixed-point methods 2
10 04/10-04/14 Systems of nonlinear equations: Newton's method 2
11 04/17-04/21 Numerical o.d.e.'s: theory for Euler's method 6
12 04/24-04/28 Numerical o.d.e.'s: higher-order methods 6
13 05/01-05/05 Numerical o.d.e.'s: methods for stiff problems 6
14 05/08-05/12 Computer numbers: IEEE-standard 754 1
15 05/15 Review

Copyright © 1999-2000 by Matthias K. Gobbert. All Rights Reserved.
This page version 1.3, January 2000.