NPTEL Syllabus

- course

COURSE OUTLINE

This course on Numerical Analysis has been designed with the following learning objectives in mind

NPTEL
Clearly bring out role of approximation theory in the process of developing a numerical recipe for
solving an engineering problem
Introduce geometric ideas associated with the development of numerical schemes
Familiarize the student with ideas of convergence analysis of numerical methods and other
http://nptel.iitm.ac.in
analytical aspects associated with numerical computation

It is shown that majority of problems can be converted to computable forms (discretized) using three
fundamental ideas in the approximation theory, namely Taylor series expansion, polynomial
interpolation and least square approximation. In addition, the student is expected to clearly understand
role of the following four fundamental tools
Pre-requisites:
Linear Algebraic Equation
Nonlinear Algebraic Equations Basic courses on
Ordinary Differential Equations- Initial Value Problem Engineering
Optimization Mathematics
covering
which are most often used for creating a numerical recipe tocompute numerical solutions. fundamentals of
calculus, linear
algebra and
ordinary differential
COURSE DETAIL equations
Familiarity with
mathematical
Lecture Contents models used in
engineering
problems
(Sections from a module, which are relevant for each lecture, are indicated in
(1 hr) the last column) Additional Reading:

Linz, P.; Theoretical

Module 1: Equation Forms in Process Modeling Sections Numerical Analysis,
Dover, New York,
(1979).
Gilbert Strang ,
1 Introduction and Motivation, Linear and Nonlinear Algebraic Equation 1,2.12.2
Introduction to
Applied
Mathematics,
Optimization based Formulations, ODE-IVPs and Differential Algebraic Wellesley
2 Equations 2.3,2.4, 3 Cambridge Press
(2009)

3 ODE-BVPs and PDEs 4 Hyperlinks:

(Provide Link to NPTEL
Lecture course on
4 ODE-BVPs and PDEs, Abstract model forms 4,5 Advanced Numerical
Analysis by Prof.
Sachin Patwardhan)

Module 2: Fundamentals of Vector Spaces Sections Coordinators:

Prof. Sachin C.
Patwardhan
5 Generalized concepts of vector space, sub-space, linear dependence 1,2 Department of Chemical
EngineeringIIT Bombay

6 Concept of basis, dimension, norms defined on general vector spaces 2

Examples of norms defined on different vector spaces, Cauchy sequence and

7 convergence, introduction to concept of completeness and Banach spaces 3
 Inner product in a general vector space, Inner-product spaces and their
8 examples, 4

9 Cauchy-Schwartz inequality and orthogonal sets 4

Gram-Schmidt process and generation of orthogonal basis, well known

10 orthogonal basis 5

11 Matrix norms 6

Module 3: Problem Discretization Using Approximation Theory Sections

Transformations and unified view of problems through the concept of

transformations, classification of problems in numerical analysis, Problem
12 discretization using approximation theory 1,2

Weierstrass theorem and polynomial approximations, Taylor series

13 approximation 2, 3.1

14 Finite difference method for solving ODE-BVPs with examples 3.2

15 Finite difference method for solving PDEs with examples 3.3

Newton’s Method for solving nonlinear algebraic equation as an application of

16 multivariable Taylor series, Introduction to polynomial interpolation 3.4

Polynomial and function interpolations, Orthogonal Collocations method for

17 solving ODE-BVPs 4.1,4.2,4.3

18 Orthogonal Collocations method for solving ODE-BVPs with examples 4.4

19 Orthogonal Collocations method for solving PDEs with examples 4.5

Necessary and sufficient conditions for unconstrained multivariate optimization,

20 Least square approximations 8

Formulation and derivation of weighted linear least square estimation,

21 Geormtraic interpretation of least squares 5.1,5.2

Projections and least square solution, Function approximations and normal

22 equation in any inner product space 5.3

Model Parameter Estimation using linear least squares method, Gauss Newton
23 Method 5.4

24 Method of least squares for solving ODE-BVP 5.5

Gelarkin’s method and generic equation forms arising in problem

 Gelarkin’s method and generic equation forms arising in problem
25 discretization 5.5

26 Errors in Discretization, Generaic equation forms in transformed problems 6,7

Module 4: Solving Linear Algebraic Equations Sections

System of linear algebraic equations, conditions for existence of solution -

geometric interpretations (row picture and column picture), review of concepts
27 of rank and fundamental theorem of linear algebra 1,2

Classification of solution approaches as direct and iterative, review of Gaussian

28 elimination 3

Introduction to methods for solving sparse linear systems: Thomas algorithm

29 for tridiagonal and block tridiagonal matrices 4

Block-diagonal, triangular and block-triangular systems, solution by matrix

30 decomposition 4

Iterative methods: Derivation of Jacobi, Gauss-Siedel and successive over-

31 relaxation methods 5.1

Convergence of iterative solution schemes: analysis of asymptotic behavior of

32 linear difference equations using eigen values 9

33 Convergence of iterative solution schemes with examples 5.2

Convergence of iterative solution schemes, Optimization based solution of

34 linear algebraic equations

Matrix conditioning, examples of well conditioned and ill-conditioned linear

35 systems 7

Module 5: Solving Nonlinear Algebraic Equations Sections

Method of successive substitutions derivative free iterative solution

36 approaches 1,2

37 Secant method, regula falsi method and Wegsteine iterations 3.1,3.2

3.3, 3.4,
38 Modified Newton’s method and qausi-Newton method with Broyden’s update 3.5

39 Optimization based formulations and Leverberg-Marquardt method 4

Contraction mapping principle and introduction to convergence analysis

40 (Optional lecture) 6
 Module 6: Solving Ordinary Differential Equations – Initial Value
Problems (ODE-IVPs) Sections

39 Introduction, Existence of Solutions (optional topic),

40 Analytical Solutions of Linear ODE-IVPs 3

Analytical Solutions of Linear ODE-IVPs (contd.), Basic concepts in numerical

solutions of ODE-IVP: step size and marching, concept of implicit and explicit
41 methods 4

42 Taylor series based and Runge-Kutta methods: derivation and examples 5

43 Runge-Kutta methods 5

44 Multi-step (predictor-corrector) approaches: derivations and examples 6.1

45 Multi-step (predictor-corrector) approaches: derivations and examples 6.1

46 Stability of ODE-IVP solvers, choice of step size and stability envelopes 7.1,7.2

Stability of ODE-IVP solvers (contd.), stiffness and variable step size

47 implementation 7.3,7.4

48 Introduction to solution methods for differential algebraic equations (DAEs) 8

49 Single shooting method for solving ODE-BVPs 9

50 Review

References:

Gilbert Strang, Linear Algebra and Its Applications (4th Ed.), Wellesley Cambridge Press (2009).
Philips, G. M.,Taylor, P. J. ; Theory and Applications of Numerical Analysis (2nd Ed.), Academic
Press, 1996.
Gourdin, A. and M Boumhrat; Applied Numerical Methods. Prentice Hall India, New Delhi, (2000).
Gupta, S. K.; Numerical Methods for Engineers. Wiley Eastern, New Delhi, 1995.

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