Advanced Numerical Analysis
Prerequisites: Some background in programing, linear algebra and differential equations.
An introduction to numerical techniques for solving mathematical problems where exact solutions are impractical or computationally intensive. Topics include numerical errors, root finding, interpolation and approximation, methods for solving systems of linear equations, high order numerical differentiation and integration, eigenvalue problems, numerical solutions to ordinary and partial differential equations, and other selected topics.
Outcomes: Students will obtain an understanding of theoretical concepts and rigorous analytical skills for the use of numerical methods to analyze and solve complex mathematical and real-world problems.
An introduction to numerical techniques for solving mathematical problems where exact solutions are impractical or computationally intensive. Topics include numerical errors, root finding, interpolation and approximation, methods for solving systems of linear equations, high order numerical differentiation and integration, eigenvalue problems, numerical solutions to ordinary and partial differential equations, and other selected topics.
Outcomes: Students will obtain an understanding of theoretical concepts and rigorous analytical skills for the use of numerical methods to analyze and solve complex mathematical and real-world problems.