Course Syllabus

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Required Text: Numerical Analysis, 7th Edition, R.L. Burden and J.D. Faires, 4th ed. 

This is a course on numerical analysis. The stress should be placed on the word analysis. We will derive the various methods used and study their applicability. We will cover on computer arithmetic, solutions of linear and
nonlinear systems by both direct and iterative methods, approximations by Lagrange interpolation, splines, least squares, numerical differentiation and integration, and solution of initial value problems for differential equations.
Some of the algorithms will be selected for programming.

In the course we will investigate how to solve linear and nonlinear systems of equations, to approximate functions, to do numerical differentiation and differentiation, to numerically solve systems of differential equations, and to investigate spectral analyses of time series. We will seek to understand when to trust computer results as well as explore some of the standard methods in solving the above problems. That is, why do some methods work and what are their limitations.

Course Requirements:

Homework: Homework assignments will be collected on a regular basis and you will be told when the work is due. As doing homework is very important for learning the material in this course, it will count as 50% of your grade. There will be a penalty for each class that it is late.  The homework will consist of several assignments from the text, as well as a couple of major projects, which will need to be completed with some computer programming.

Exams and Grades: There will be a midterm and a final for this course. The exams will cover the material up to the date of the exam. The tentative dates for the exams are below.

Your final grade will be based on the following:

This syllabus is subject to change!
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