Numerical Methods I

Math (also CS) 466/666

The development of computers in the late 1940's and their great advances in power over the last fifty years has lead to a revolution in the field of numerical analysis. This course is part one of a two semester sequence of courses in numerical methods. The goal of this course sequence is to provide the student with the numerical tools and methodology necessary to treat their own problems. The student will learn how to use standard numerical software such as MATLAB, Octave and Maple as part of this course. No prior programming experience is needed.

Numerical Methods I will cover error analysis, solutions of linear systems, solutions of nonlinear equations, spline functions and polynomial interpolation, numerical integration and differentiation, and the numerical solution of ordinary differential equations.

Numerical Methods II will cover the numerical solution of elliptic, parabolic and hyperbolic partial differential equations. Techniques covered will include finite and upwind difference methods, explicit and implicit methods, the fast Fourier transform and multigrid methods.

Texts:

  1. Jeffery J. Leader, Numerical Analysis and Scientific Computation, 2004, Addison Wesley.

Course Web Page: http://fractal.math.unr.edu/~ejolson/466/

Prerequisites: Math 330 Linear Algebra.


Mon Aug 27 15:40:13 PDT 2007