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Mathematics 434

MATH 434:435
NUMERICAL ANALYSIS I AND II

Catalog Entry

Math 434:435. Numerical Analysis I and II

Prerequisite:  MATH 252 and MATH 260

Introduction to scientific programming, numerical solution of linear system of equations, interpolation, solution of non-linear equations, numerical integration, numerical methods for differential equations.

 

Detailed Description of Content of Course

The first part of this course typically covers:

-Programming using MATLAB, FORTRAN, C, MAPLE or other programming environments.

-Floating point arithmetic.

-Linear systems of equations, matrix factorizations.

-Interpolation.

The second part typically covers:

-Solution of non-linear equations, Newton's method, secant method, and other iterative schemes.

-Numerical integration, Newton-Cotes formulas, Romberg integration, adaptive quadrature.

-Numerical methods for differential equations, including Euler's method, Runge Kutta methods.

-Selected additional topics, such as eigenvalue computation, least squares approximation, fast Fourier transform, numerical optimization, boundary value problems, methods for partial differential equations.

 

Detailed Description of Conduct of Course

This course will contain an introduction to scientific computing; the particular software used will vary among instructors.  Most instructors will use the lecture method, with a substantial amount of classes being taught in the computer lab.

 

Goals and Objectives of the Course

Acquire a working knowledge of algorithms and modern computer software for approximating solutions of scientific computing problems.

 

Assessment Measures

The assessment measures will vary among instructors and may include in-class examinations, homework assignments, computer projects, and performance in class and in laboratory activities.

 

Other Course Information

Students who plan to work in an applied science need exposure to and hands-on experience with methods and computer software that is applicable to many of the general problems they will encounter.  Math 434:435 is intended to be the sequence that provides this exposure and experience.

 

Review and Approval

DATE ACTION APPROVED BY
Sept. 2001 Review Stephen Corwin, Chair

March 2009 Review Jill Stewart, Chair