Math 441/620 - Numerical Analysis

Spring 2003 - Matthias K. Gobbert

Schedule

This schedule 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.
Lecture Date Main Topic Chapter
1 Tu 01/28 Overview
2 Th 01/30 Gaussian elimination: LU factorization 8
3, #1 Tu 02/04 Taylor's theorem in one dimension 1
4 Th 02/06 Taylor's theorem in higher dimensions 1
5, #2 Tu 02/11 Interpolation: existence and uniqueness 3
6 Th 02/13 Interpolation: Newton divided differences, error theorem 3
7 Tu 02/18 Interpolation: cubic spline interpolation 3
8 Th 02/20 Interpolation: problems with equidistant nodes 3
9, #3 Tu 02/25 Numerical differentiation: idea and methods 5
10 Th 02/27 Numerical differentiation: errors and effect of round-off 5
11 Tu 03/04 Numerical integration: idea and trapezoidal rule 5
12, #4 Th 03/06 Numerical integration: Simpson and other rules 5
13 Tu 03/11 Numerical integration: Gaussian quadrature 5
14 Th 03/13 Approximation: orthogonal polynomials 4
15 Tu 03/18 Approximation: concepts and theory 4
16, #5 Th 03/20 Midterm exam
Tu 03/25 Spring Break
Th 03/27 Spring Break
17 Tu 04/01 Approximation: relation to interpolation 4
18 Th 04/03 Rootfinding: basic methods 2
19 Tu 04/08 Rootfinding: theory of fixed-point methods 2
20, #6 Th 04/10 Systems of nonlinear equations: Newton's method 2
21 Tu 04/15 Systems of nonlinear equations: Newton's method 2
22 Th 04/17 Numerical o.d.e.'s: problem and mathematical theory 6
23 Tu 04/22 Numerical o.d.e.'s: basic methods, local truncation error 6
24, #7 Th 04/24 Numerical o.d.e.'s: accuracy and stability 6
25 Tu 04/29 Numerical o.d.e.'s: linear multi-step methods 6
26 Th 05/01 Numerical o.d.e.'s: Runge-Kutta methods 6
27 Tu 05/06 Numerical o.d.e.'s: methods for stiff problems 6
28, #8 Th 05/08 Computer numbers: IEEE-standard for floating-point numbers 1
29 Tu 05/13 Computer numbers: IEEE-standard for floating-point numbers 1

Copyright © 1999-2003 by Matthias K. Gobbert. All Rights Reserved.
This page version 1.1, January 2003.