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NpTel Numerical Analysis Syllabus

Nptel Numerical Analysis Syllabus

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127 views4 pages

NpTel Numerical Analysis Syllabus

Nptel Numerical Analysis Syllabus

Uploaded by

Andrew Baa
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Courses » Numerical Analysis

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Numerical Analysis
ABOUT THE COURSE
This course on NUMERICAL ANALYSIS
introduces the theory and application of
numerical methods or techniques to
approximate mathematical procedures(
such as reconstruction of a function,
evaluation of an integral) or solutions of
problems that arise in science and
engineering. Such approximations are
needed because the analytical methods are
either intractable or the problem under
consideration can not be solved analytically.
Explanations for why and how these
approximation techniques work are provided
with emphasis on accuracy and efficiency of
the developed methods. The course also
provides a firm foundation for further study
on Numerical Analysis

INTENDED AUDIENCE

Undergraduate students of B.E, B.Tech,


B.Sc Mathematics, B.Sc Statistics, B.Sc
Physics, B.Sc Computer Science, BCA
Computer Applications.

PRE-REQUISITES

Must have completed 1st year of BE/B.Tech.


And 2nd year of B.Sc/BCA Knowledge of
fundamentals of Calculus(continuity,
differentiability of functions and the related
theorems and properties.

CORE/ELECTIVE:Core

UG/PG:Both

INDUSTRIES THAT WILL RECOGNIZE


THIS COURSE

Any industry with R&D component may


want its employees to have a strong
background of Numerical Methods and
Analysis. ( for example, Ashok Leylands,
Chennai).
COURSE INSTRUCTOR

Prof. R.Usha, Department of Mathematics, Indian Institute of technology


Madras,Chennai-600036, India. She has several years of teaching
experience and has offered this course on Numerical Analysis to the
under-graduate students and at an advanced level to the post graduate
students at IIT Madras.For more details,you can see her Home page.

COURSE LAYOUT
Week 1 : Introduction and Motivation Mathematical Preliminaries (2 lectures) Interpolation
and Polynomial Approximation : forward, backward, divided differences, shift operator; Newton-
Gregory forward and backward interpolation polynomials; examples, practice problems; Lagrange
interpolation polynomial(2 lectures) Assignment-1.

Week 2 : Divided difference interpolation polynomials; Existence and Uniqueness(2 lectures) error in
interpolation; Explicit formula for error bounds in the case of equally spaced points;
Examples,illustrations and practice problems(2 lectures); Assignment-2

Week 3 : Numerical Differentiation Derivation of differentiation formulas with order of accuracy:Using


polynomial interpolation; using forward, backward, shift operators; Using the method of undetermined
coefficients; Examples, practice problems (2 lectures) Numerical Integration Newton- Cotes quadrature
methods: Trapezoidal rule; error in trapezoidal rule; examples; Simpson’s rule; error
in Simpson’s rule; examples; Composite Trapezoidal rule and Composite Simpson’s rule(2
lectures) Assignment-3

Week 4 : Error in these rules; related problems, examples(1 lecture); Quadrature methods using
the method of undetermined coefficients; precision of the derived method, examples; Gaussian
quadrature two,three, and five point methods; Adaptive quadrature methods; Examples, practice
problems(4 lectures)Assignment-4

Week 5 : Numerical Solution of Ordinary Differential Equations(ODE) Initial Value


Problems:Mathematical Theory of ODE; existence and uniqueness; Single-step, explicit methods: Taylor
Series Methods; Euler’s method, error analysis, examples(2 lectures) Runge-Kutta Methods of
order2(derivation); Runge-Kutta Method of order 4; examples; practice problems (2 lectures)
Assignment-5

Week 6 : Predictor-Corrector Methods(PC methods) Modified Euler’s Method, examples;Adam-


Bashforth, Adam-Moulton PC Methods; Milne’s PC methods; Examples, practice
problems(2lectures); Boundary Value Problems Finite- difference Method: Introduction;simple examples;
practiceproblems; Shooting method: Linear BVP: simple examples, practice problems (2 lectures);
Assignment-6

Week 7 : Solution of Nonlinear equations(one variable: f(x) = 0) Mathematical preliminaries Bisection


Method; examples; error analysis; convergence; Stopping criteria(2 lectures) Newton-Raphson Method;
examples, error analysis; order of the method; Secant Method, examples; Regula- Falsi
Method; examples; practice problems (4 lectures) Assignment-7

Week 8 : Fixed Point Iteration Method; convergence; Convergence acceleration for Fixed Point Iteration
Method; error analysis; examples; Practice problems(4 lecture) Assignment-8

Week 9 : Solution of Linear Systems Mathematical preliminaries; matrix Algebra(1 lecture)


Direct Methods: The LU and Cholesky Factorization; Examples; Pivoting strategies; Gauss Elimination
and Gauss-Jordan Methods; Examples; Practice problems(3 lectures) Assignment-9

Week 10 : Norms and Analysis of Errors for Direct Methods; ill-conditioning; condition number;Examples;
Practice problems(2 lectures) Iterative Methods Gauss- Jacobi Method; Examples; Gauss-Seidel
Method;partial pivoting; Examples; convergence analysis; Examples; practice problems(2
lectures)Assignment-10

Week 11 : Matrix Eigenvalue Problem Eigenvalues and eigenvectors(1 lecture);


GerschgorinTheorem(bounds on the eigenvalues); Brauer’s Theorem ; Examples; Practice
problems(3 lectures)Assignment-11

Week 12 : Jacobi’s Method for Symmetric matrices; examples; practice problems;


Power Method(finding the dominant eigenvalue); inverse power Method; examples; practice problems(4
lectures)Assignment 12

SUGGESTED READING
1.David Kincaid and ward Cheney Numerical analysis, Brooks/ Cole, California, 1999. 2.James F.
Epperson An Introduction to Numerical Methods and Analysis, John Wiley & Sons. NewYork,US, 2002.
3.Numerical Analysis Richard L. Burden, J. Douglas Faires, Brook/Cole, NewYork, US, 2001.4.
Numerical Methods for Scientific and Engineering Computation M.K. Jain, S.R.K. Iyengar and
R.K.JainNew Age international Publishers, New Delhi, India, 2003.

CERTIFICATION EXAM :

The exam is optional for a fee.Exams will be on 22 Oct, 2017.


Time: Shift 1: 9am-12 noon; Shift 2: 2pm-5pm
Any one shift can be chosen to write the exam for a course.
Registration URL: Announcements will be made when the registration form is open for
registrations.
The online registration form has to be filled and the certification exam fee needs to be
paid.More details will be made available when the exam registration form is published

CERTIFICATE:

Final score will be calculated as : 25% assignment score + 75% final exam score
25% assignment score is calculated as 25% of average of best 8 out of 12 assignments.
E-Certificate will be given to those who register and write the exam and score greater
than or equal to 40% final score. Certificate will have your name, photograph and the
score in the final exam with the breakup. It will have the logos of NPTEL and IIT
MADRAS . It will be e-verifiable at nptel.ac.in/noc.

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