Difference between revisions of "Math 410: Intro to Numerical Methods"

Title

Introduction to Numerical Methods.

(3:3:0)

F

Description

Root finding, interpolation, curve fitting, numerical differentiation and integration, multiple integrals, direct solvers for linear systems, least squares, rational approximations, Fourier and other orthogonal methods.

Desired Learning Outcomes

Prerequisites

Students are required to have had multivariable calculus.

Minimal learning outcomes

1. Numerical solution of equations of one variable
• Bisection method
• Secant method
• Fixed-point iteration
• Newton's method
• Error analysis
• Polynomial equations
2. Interpolation
• Lagrange interpolation
• Divided-difference methods
• Hermite interpolation
• Cubic spline interpolation
3. Numerical differentiation
• Derivation of formulas
• Backward-difference
• Forward-difference
• Centered-difference
• Error analysis
• Richardson's extrapolation
4. Numerical integration
• Newton-Cotes formulas
• Composite integration
• Multiple integrals
• Error analysis
5. Numerical solution of linear systems
• Direct methods
• Gaussian elimination
• Pivoting strategies
• Factorization methods
• Iterative methods
• Jacobi iteration
• Gauss-Seidel iteration
• Relaxation methods