Syllabus

MACS/MAGN 408
Numerical Analysis
Fall 1994
353 Meyer Hall 2:30-3:45 TTh

Instructor: Erik Van Vleck
Office: Stratton 216
Office Hours: TTh 11:00-12:00 and 4:00-5:00
Text: Burden and Faires, Numerical Analysis

Grades:
Various Individual and Group Assignments (40)
2 Midterm Exams (30)
1 Final Exam (30)

Important Dates:
Midterm 1 (in class) on Thursday, October 6, 1994
Midterm 2 (in class) on Thursday, November 17, 1994
Final Exam (in class) Tuesday, December 13, 1994 (7:00-9:00 PM)


Assignments due at the beginning of class.
NO LATE ASSIGNMENTS ACCEPTED UNDER ANY CIRCUMSTANCES



COURSE ANNOUNCEMENT

MACS/MAGN 408
Numerical Analysis
Fall 1994, 353 Meyer Hall, 2:30-3:45 TTh

Instructor: Erik Van Vleck
Office: Stratton 216, X3553
Text: Burden and Faires, Numerical Analysis

OUTLINE

Mathematical Preliminaries

Calculus Review

Roundoff errors and computer arithmetic

Solving Equations in One Variable

Bisection, fixed-point and Newton-Raphson methods

Acceleration techniques

Solution Methods for Linear Systems

Gaussian elimination and pivoting strategies

Iterative solution techniques

Interpolation and Polynomial Approximation

Lagrange polynomials and divided differences

Hermite and cubic spline interpolation

Numerical Differentiation and Integration

Richardson's extrapolation and Romberg integration

Adaptive and Gaussian quadrature

Solution of Initial Value Ordinary Differential Equations

Euler's method and higher order Taylor series methods

Runge-Kutta methods

Multistep methods

Extrapolation methods

Extensive use will be made of Mathematica.

Knowledge of C or Fortran is desirable.