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.
Fundamentals of Numerical Computing, Pruess, etal, 1996, Wiley and Sons.
- 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.
(Van Vleck 2020 )