In this course, we analyze the basic techniques for efficient numerical solutions to problems in science and engineering. Topics include root-finding, interpolation, approximation of functions, integration, differential equations, direct and iterative methods in linear algebra.

N​umerical Analysis, by R. Burden and D. Faires. 9th edition, Brooks/Cole Pub. Co.

Topic Outline and Schedule:

The following is a rough plan. As the course progresses, I may include new topics and/or delete some of the ones listed here. ​​​​

Topics	Weeks
1. Mathematical Preliminaries	1
2. Solutions of Equations in One Variable	2-4
3. Interpolation and Polynomial Approximation	5-6
4. Numerical Differentiation and Integration	7-9
5. Initial Value Problems for ODE	10-12
6. Direct Methods for Solving Linear Systems	13-15
7. Iterative Techniques in Matrix Algebra	16

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Course Syllabus: Click here!​