COURSE TITLE: Numerical Analysis
COURSE CODE: Math2081
CREDIT HOURS: 3
PREREQUISITE: None
Aims
The course aims at introducing students in finding numerical solutions to problems for which
analytical solutions either do not exist or are not readily or cheaply obtainable. It enables
students to apply linear algebra and calculus. It also aims to helps student develop
programming skills.
Course Description
This course covers basic concepts in error estimation, solutions of non-linear equations,
solutions of system of linear equations and non-linear equations, finite differences, numerical
interpolations, numerical differentiation and numerical integration.
Course Objectives
On completion of the course, successful students will be able to:
understand sources of errors
identify absolute and relative errors,
understand a range of iterative methods for solving linear and non-linear systems of
equations,
comprehend the convergence properties of the numerical methods,
understand the roles of finite differences,
grasp practical knowledge of polynomial interpolation in numerical differentiation
and integration,
appreciate the application of basic linear algebra and calculus concepts in deriving the
numerical algorithms,
examine how a small change in the data and ill-conditioned algorithms affect the
solution of the mathematical problems,
translate mathematical algorithms into computer programming,
interpret computer outputs
Course Outline
Chapter 1: Basic concepts in error estimation
1.1 Sources of errors
1.2 Approximations of errors
1.3 Rounding off errors
1.4 Absolute and relative errors
1.5 Propagation of errors
1.6 Instability
Chapter 2: Nonlinear equations
2.1 Locating roots
2.2 Bisection and False – position methods
2.3 Interpolation and Secant methods
2.4 Iteration Methods
2.5 Conditions for convergence
2.6 Newton-Raphson Method
Chapter 3: System of equations
3.1 Revision on direct methods for system of linear equations (SLE)
3.2 Indirect methods for SLE
3.2.1 Gauss Jacobi method
3.2.2 Gauss Seidel method
3.3 Systems of non-linear equations using Newton's method
Chapter 4: Interpolations
4.1 Linear interpolation
4.2 Quadratic interpolation
4.3 Lagrange’s interpolation formula
4.4 4.1 Shift operators
4.5 Forward difference operators
4.6 Backward difference operators
4.7 Central difference operators Divided difference formula
4.8 Newton interpolation formula (forward and backward formulas)
Chapter 5: Application of interpolations
5.1 Finding roots
5.2 Numerical Differentiation
5.3 Numerical Single Integration
5.3.1 Trapezoidal rule
5.3.2 Simpson's rule
5.3.3 Error analysis in Trapezoidal and Simpson’s rules
5.4 Numerical Double Integration
5.4.1 Trapezoidal rule
5.4.2 Simpson's rule
5.4.3 Error analysis in Trapezoidal and Simpson’s rules
DELIVERY METHODS:
Lectures
Give reading assignments
Assessment methods
Computer lab assignments/quizzes 20%
Mid semester examination 30%
Final examination 50%
Teaching materials
Textbooks:
Annette M. Burden & J. Douglas Faires & Richard L. Burden , Numerical analysis. 8th ed.
Thomson Brooks/Cole, 2015.
Chapra, S. C. & Canale, R. P, Numerical methods for engineers. Boston: Mc Graw Hill
Higher Education, 2010.
Gerald, C. F. and Wheatlly, P. O., Applied Numerical analysis. 7th Ed., Edison Wesley,
2018
REFERENCE:
Kiusalaas, J. , Numerical methods in Engineering with MATLAB. Cambridge University
Press, 2005.
Stoer, J., & Bulirsch, R., Introduction to numerical analysis (Vol. 12). Springer Science &
Business Media, 2013.
