An introduction to numerical methods and their application to engineering and science problems. Applied treatment of elementary algorithms, selected from the subject areas: finding roots of a single nonlinear equation, numerical differentiation and integration, numerical solution of ordinary differential equations. Emphasis on implementing numerical algorithms using the computer.
Elementary Numerical Analysis, Atkinson and Han, 3rd edition, Wiley.
- Taylor Polynomials
- Error and Computer Arithmetic
- Interpolation and Approximation
- Numerical Integration and Differentiation
- Solution of Systems of Linear Equations
- Numerical Linear Algebra: Advanced Topics
- Ordinary Differential Equations
- Finite Difference Method for PDEs
The emphasis of this undergraduate course is based on numerical methods and their implementations. A more advanced treatment of the topics is given in the graduate course Math 781.
(Xu 2018 )