Numerical Analysis
Course Name : Numerical Analysis
Total Classes: 60H
Credits :
Lecture(L) Tutorial(T) Practical(P) Credit(C)
3 1 0 4
Preamble: This course is an introduction to the numerical analysis. The primary
objective of the course is to develop the basic understanding of numerical
algorithms and skills to implement algorithms to solve mathematical problems on
the computer.
Course Learning Goals
1. Those who want to have an in-depth theoretical background and practical
training in computer science, numerical computing.
2. Applicants should have the ability to present mathematical arguments and
conclusions from them with accuracy and clarity.
3. They should be able of analyzing and interpreting the resultant data, finding
patterns, and drawing conclusions.
4. They should have the ability to approach problems in an analytical and
rigorous way and to formulate theories and apply them to solve problems.
5. It will help in giving a brief description of the main feature of the entire data.
6. It will help in reducing the data to a single value which is used for doing
comparative studies.
7. Students should be able to use a programming language or math software
(Matlabs) to implement and test the numerical schemes.
Modules:
Module 1: Solution of non-linear equation containing one or more variables.
Newton-Raphson methods, Modified Newton-Raphson method. Birge-Vieta
method, Bairstow method and System of non-linear equations-iteration . [6H]
Module 2: Interpolation and Polynomial Approximation:
Interpolation. Lagrange’s methods. Newton’s fundamental interpolation. Forward,
backward and central difference interpolations. Interpolation by iteration. Spline
interpolation, Hermite’s interpolation. [9H]
Module 3: Approximation of function.
Least square method. Use of orthogonal polynomials. Approximation by Chebyshev
polynomials, Max-min principle. Economization of power series. [15H]
Module 4: IVP problems for ODE: Euler’s, Taylor, Runge-Kutta, and multistep
methods, Stability.
BVP for ODE: Shooting methods
Numerical integration and differentiation: Trapezoidal rule, Gaussian quadrature and
Euler-Maclaurin formula. [15H]
Module 5:, Eigenvalues and eigenvectors of matrix.
Leverrier-Faddeev method. Power method. Jacobi’s method, Givens method,
Householder’s method. Comparisons. [15H]
Textbooks and Reference
Book Textbooks:
1. J. Stoer and R. Bulirsch, Introduction to Numerical Analysis,
Springer-Verlag, ISBN 0-387- 90420-4.
2. L.N. Trefethen and D. Bau, Numerical Linear Algebra, Society of
Industrial and Applied Mathematics.
3. C.T. Kelley, Iterative methods for linear and nonlinear equations,
Society of Industrial and Applied Mathematics
4. S. Ross, Introduction to Probability and Statistics for and Engineers
and Scientists, Third Edition, Elsevier, 2004.
5. P. G. Hoel, S. C. Port and C. J. Stone, Introduction to Probability
Theory, Universal Book Stall, 2000
6. Trefethen, Lloyd N. Spectral Methods in MATLAB (Software,
Environments, Tools). Philadelphia, PA: Society for Industrial and
Applied Mathematics, 2001. ISBN: 9780898714654.