Math 441 - Introduction to Numerical Analysis

Fall 2009 - Matthias K. Gobbert

Detailed Schedule - Last Updated 11/12/09


This schedule is designed to give you an overview of the material to be covered and is tentative in nature.
The section numbers refer to Kendall E. Atkinson, An Introduction to Numerical Analysis, second edition, Wiley, 1989.
Class Date Main Topic Section(s)
1 We 09/02 Overview
Mo 09/07 Labor Day
We 09/09 12:00-01:00, ENGR 122: CIRC Software workshop: Basic MATLAB
2, #0 We 09/09 Gaussian elimination: LU factorization 8.1
3 Mo 09/14 Gaussian elimination and LU factorization in Matlab
4, #1 We 09/16 Taylor's theorem in one dimension 1.1
5 Mo 09/21 Taylor's theorem in higher dimensions 1.1
We 09/23 12:00-01:00, ENGR 122: CIRC Software workshop: Basic Programming in MATLAB
6 We 09/23 Taylor's theorem in higher dimensions 1.1
7, #2 Mo 09/28 Interpolation: existence and uniqueness 3.1
8 We 09/30 Interpolation: Newton divided differences, error theorem 3.2
9 Mo 10/05 Interpolation: problems with equidistant nodes 3.5
We 10/07 12:00-01:00, ENGR 122: CIRC Software workshop: Intermediate Programming in MATLAB
10, #3 We 10/07 Numerical differentiation: idea and methods 5.7
11 Mo 10/12 Review
12 We 10/14 Midterm Exam
13 Mo 10/19 Numerical differentiation: errors and effect of round-off 5.7
14, #4 We 10/21 Numerical integration: idea and trapezoidal rule 5.1
15 Mo 10/26 Numerical integration: Simpson and other rules 5.2
16 We 10/28 Numerical integration in Matlab
17, #5 Mo 11/02 Numerical integration: Gaussian quadrature 5.3
18 We 11/04 Rootfinding: basic methods 2.0-2.3
19, #6 Mo 11/09 Newton's method in Matlab
20 We 11/11 Rootfinding: theory of fixed-point methods 2.5
21 Mo 11/16 Systems of nonlinear equations: Newton's method 2.10-2.12
22, #7 We 11/18 Numerical o.d.e.'s: problem and mathematical theory 6.1
23 Mo 11/23 Numerical o.d.e.'s: basic methods, local truncation error 6.2-6.5
24 We 11/25 Numerical o.d.e.'s: linear multi-step methods 6.8
25, #8 Mo 11/30 Numerical o.d.e.'s: Runge-Kutta methods 6.10
26 We 12/02 Numerical o.d.e.'s: methods for stiff problems 6.9
27 Mo 12/07 Computer numbers: IEEE-standard for floating-point numbers 1.2
28, #9 We 12/09 Computer numbers: IEEE-standard for floating-point numbers 1.2
29 Mo 12/14 Review
We 12/16 01:00-03:00 Final Exam Note the date and time!

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This page version 1.4, November 2009.