Scribd
Upload
321 views

Advanced Numerical Analysis

This course covers advanced numerical analysis techniques. It has prerequisites of Numerical Analysis I and II. Attendance is important since most material is presented in class. The tentative course outline includes topics like error analysis, interpolation and approximation methods, numerical integration techniques, and solving nonlinear equations. Students will be assessed based on homework, a midterm, class presentation, and a final exam.

Uploaded by

مهندس محمد محمد
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PDF, TXT or read online on Scribd
321 views

Advanced Numerical Analysis

This course covers advanced numerical analysis techniques. It has prerequisites of Numerical Analysis I and II. Attendance is important since most material is presented in class. The tentative course outline includes topics like error analysis, interpolation and approximation methods, numerical integration techniques, and solving nonlinear equations. Students will be assessed based on homework, a midterm, class presentation, and a final exam.

Uploaded by

مهندس محمد محمد
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 2

Advanced Numerical Analysis

General Course Information


Prerequisites:
Numerical Analysis (I) and (II)

Note: Most important material of the course will be presented in class, so


attendance is imperative.

Textbooks:
K. E. Atkinson and W. Han, Theoretical Numerical Analysis: A Functional Analysis Framework (2nd Ed.), Springer (2005). J. Stoer and R. Bulrisch, Introduction to Numerical Analysis (2nd Ed.), Springer (1993). E. Suli and D. F. Mayers, An Introduction to Numerical Analysis, Cambridge University Press (2003). G. Dahlquist and A. Bjorck, Numerical Methods in Scientific Computing, SIAM (2007). P. Linz, Theoretical Numerical Analysis, John Wiley (1979). A. Quarteroni, R. Sacco and F. Saleri, Numerical Mathematics, Springer (2000). K. E. Atkinson, An Introduction to Numerical Analysis (2nd Ed.), John Wiley (1989).

A Tentative Course Outline:


1. Basic Concepts in Error Estimation
Sources of Errors - Fixed and Floating Point Representation - IEEE Floating Point StandardMultiple Precision Arithmetic - Accuracy and Rounding Errors - Basic Rounding Error Avoiding Overflow and Cancellation - Error Propagation - Propagation of Errors and Condition Numbers - Error Analysis and Stability of Algorithms - Automatic Control of Accuracy and Verified Computing - Running Error Analysis - Interval Arithmetic - Interval Matrix Computations.

2. Some Topics in Interpolation and Approximation


The Interpolation Problem - Bases for Polynomial Interpolation - Conditioning of Polynomial Interpolation - Interpolation Formulas and Algorithms - Newtons Interpolation Formula Inverse Interpolation - Barycentric Lagrange Interpolation - Fast Algorithms for Vandermonde Systems - The Runge Phenomenon - Hermite Interpolation Rational Interpolation - Multivariate Interpolation - Piecewise Polynomial Interpolation Spline Functions - The B-Spline Basis - Least Squares Splines Approximation Mathematical Properties of Orthogonal Polynomials - Expansions in Orthogonal Polynomials Approximation in the Maximum Norm - Fourier Methods - Discrete Fourier Analysis Convergence Acceleration of Fourier Series - The Fast Fourier Transform Discrete Convolution by FFT- FFT's of Real Data - Fast Trigonometric Transforms.

3.

Numerical Integration
Interpolatory Quadrature Rules - Some Classical Formulas - Higher Order NewtonCotes Formulas - ClenshawCurtis Rules - Integration by Extrapolation Euler Maclaurins Formula - Rombergs Method - Adaptive Quadrature - Quadrature Rules with Free Nodes Gauss Christoffel Quadrature Rules - Peano kernel Theorem - Weighted Gaussian Quadratures and its Error Analysis Radau and Lobatto Quadrature - Product Rules Singular Integrals.

4.

Solving Scalar Nonlinear Equations


Some Basic Concepts and Methods - Limiting Accuracy and Termination Criteria - Fixed Point Iteration - Convergence Order and Efficiency - Methods Based on Interpolation - The Secant Method - Higher Order Interpolating Methods - Methods Using Derivatives Newtons Method - Newtons Method for Complex Roots - An Interval Newton Method Higher Order Methods - Finding a Minimum of a Function - Unimodal Functions and Golden Section Search - Minimization by Interpolation - Algebraic Equations Deflation and Simultaneous Determination of Roots - A Modified Newton Method Sturm Sequences - Finding Greatest Common Divisors.

Assessment:

Homework and class presentation Midterm Final Exam

20% 30% 50%

You might also like