Syllabus of Numerical Analysis of Different Universities

In this appendix we give the syllabus for the courses of numerical analysis held in differ-
ent universities of USA, UK, Saudi Arabia, and others.

ROWAN UNIVERSITY, Department of Mathematics

Syllabus 1701.332 - Introduction to Numerical Analysis

CATALOG DESCRIPTION:

1701.332 Numerical Analysis 3 s.h.

(Prerequisites: 1701.210 Linear Algebra, 1701.231 Ordinary Differential Equations (or

concurrently) and prior computer programming experience)

This course includes: elements of error analysis, real roots of an equation, polynomial
approximation by finite difference and least square methods, interpolation, quadrature,
numerical solution of ordinary differential equations, and numerical solutions of systems
of linear equations. The student should expect to program a computer in addition to
using a graphing calculator.

OBJECTIVES:

The purpose of numerical analysis is two-fold: (1) to find acceptable approximate solu-
tions when exact solutions are either impossible or so arduous and time-consuming as
to be impractical, and (2) to devise alternate methods of solution better suited to the
capabilities of computers.

While this course will involve the student in considerable computation in order to apply
techniques and obtain acceptable answers, the main emphasis will be on the underlying
theory. It will be necessary to draw upon a good bit of calculus, linear algebra, computer
science and other branches of mathematics during the course.

CONTENT:

1. Errors in Computation

1
2. Finding Roots of Equations by Approximation
2.1 Graphical and other rough methods
2.2 Methods of refinement, false position, iteration
2.3 Newton-Raphson method

3. Finite Differences and Polynomial Approximations

3.1 Finite differences, definition and theorems
3.2 Approximating polynomials, Gregory-Newton formula
3.3 Interpolation and extrapolation of tables
3.4 Error Analysis

4. Finite Integration
4.1 Finite integrals, definition and theorems
4.2 Summation of series
4.3 Quadrature formulas, Trapezoidal, Simpson, Weddle rules.
4.4 Richardson Extrapolation and Romberg Integration

5. Solutions of Systems of Equations

5.1 Scaled Gaussian Elimination
5.2 The Gauss-Seidel and Jacobi Iterative Methods

Additional topics may be selected, as time permits, from:

Approximation by Least Square Method

Numerical Solution of Differential Equations
Fractal and Chaos

TEXTS: The following might be possible texts for this course:

1.K. Atkinson and W. Han, ELEMENTARY NUMERICAL ANALYSIS, John Wiley, 3rd
edition

2. Burden, R.L. and Faires, D.F., Numerical Analysis, 5th ed. PWS-Kent, Boston, MA.

3. Cheney, Ward and Kincaid, David, Numerical Analysis and Computing, 2nd ed.,
Brooks/Cole, Pacific Grove, CA.

4. Marion, M.J., Numerical Analysis, A Practical Approach, Macmillian, New York, NY.

2
 Math-254 (NUMERICAL ANALYSIS)

TEXTBOOK: Lecture Note of Numerical Analysis Using MATLAB

AUTHOR: Rizwan Butt
——————————————————————————————————
Note: The Contents of the course will be covered by the following sections:

CHAPTER 2: 2.1,2.2,2.4,2.5,2.6,2.7,2.8,2.9.
CHAPTER 3: 3.1,3.2,3.3,3.4,3.6,3.7.
CHAPTER 4: 4.1,4.2,4.3.
CHAPTER 5: 5.1,5.2,5.3,5.5,5.6.
CHAPTER 6: 6.1,6.2,6.3.

Theorems with Proofs:

Theorem 2.2,3.26,5.2,5.3,5.4.

Note: The proofs of ”Linear Lagrange formula+unique Lagrange polynomial+Trapezoidal

rule for two-points + Simpson’s rule for three-point + differentiation [two-point + three-
point (Forward+Central+Backward)formulas]” can be ask.

Theorems and Lemmas without Proofs:

Theorems 2.1,3.1,3.2,3.7,3.8,3.14,3.20,3.21,3.22,4.1,4.2,4.3,4.4,5.1,5.5,6.1.
Lemmas 2.1,2.2,2.3,2.4.

Note: Before we start Chapter 2, we must discuss ”Computer Representation of Num-

ber, Error(in details), the Taylor’s polynomial. These topic can be found in the first
and fourth chapters of the recommended book(sections:1.2,1.3,1.4,and 4.1).

Note: About the 10 marks we do the following:

2 Quizzes + computer assignments + Attendance (4 + 3 + 3) marks
Note: No tutorial classes for the course.

Note: Please advise your students to use the recommended book.

——————————————————————————————————
The students should study the following topics:

Chapter 2: Solution of Nonlinear Equations

The bisection method: How to apply it and to compute an error bound for the approxi-
mate solutions derived by the method.
The Newton’s method: How to apply it and the analysis of its error.
The secant method: How to apply it.

3
The fixed point iterative method: How to formulate the function g(x) which will satisfies
the conditions of the Theorem 2.2, then apply the iterative scheme and the analysis of
the error.
The rate of convergence of the iterative methods including the Newton’s method.
The multiple roots: How to define it and discuss the conditions under which the root is
said to be simple or multiple. Here some attention should be given for the rate of the
convergence of Newton’s method for both the simple and the multiple roots. Also, the
following modified Newton’s methods should be discussed:
mf (xn )
xn+1 = xn − , f ′ (xn ) 6= 0, for n = 0, 1, 2, . . .
f ′ (xn )
where m is the multiplicity of the multiple roots, and the other one is
f (xn )f ′ (xn )
xn+1 = xn − , for n = 0, 1, 2, . . .
[f ′ (xn )]2 − f (xn )f ′′ (xn )
The Newton’s method for the nonlinear systems (only for two nonlinear equations).

Chapter 3 Systems of Linear Equations

How to apply the Gaussian elimination method (without pivoting)(algorithmic approach)

and also, discuss the partial pivoting. Give examples showing that the system has infinite
number of solutions or no solution at all (singular matrix).
How to apply LU factorization [only lii = 1 (in lecture class), and uii = 1 (in tutorial
class)]. How to apply the iterative methods (Jacobi and Gauss-Seidel) to solve a linear
system. The analysis of the error related to these methods (condition for convergence,
diagonally dominant matrix ...). Also, how to compute an error bound for both methods.
Error in solving linear systems. Residual vector, condition number of a given matrix...
etc. How to compute an upper bound for both absolute and relative errors. Here we
must give the definitions of the vector and matrix norms (l∞ norm only).

Chapter 4: Approximating Functions

How to construct the Lagrange polynomial which approximate a function f (x) at an

(n + 1) distinct numbers(not the uniqueness).
How to apply the divided differences to construct the Newton’s polynomial (without dis-
cussing the forward or backward cases).
Error in polynomial interpolation: How to compute an error bound for any x value in
the interval [a, b] and a given x = x ∈ [a, b]. Interpolation using spline functions(Linear
Spline Only).

Chapter 5 Differentiation and Integration

How to derive the first and second order finite difference formulas for approximating the
first and second derivatives of the function f (x) at a point x0 using Lagrange and Taylor

4
polynomials (note that for the first derivative we study (Forward+Central+Backward)
and for the second derivative we study only the central difference formula). How to apply
these formulas including the estimation of an error bound (also, discuss the effect of error
in function values).
How to derive the Trapezoidal and the Simpson rules, how to apply them and to compute
the error bounds (for both single and composite formulas).

Chapter 6: Ordinary Differential Equations

How to use the Euler’s method, the Taylor method of order N and the Runge Kutta
method of order two (only modified Euler’s method) and order four for solving first
order initial-value problems in ordinary differential equations. Also, discuss the local
truncation errors for Euler and Taylor methods.

5
Course Syllabus- MAD6405 Numerical Analysis Spring 2007

Course Prefix/Number: MAD6405-1009

Course title: Numerical Analysis
Course Credit Hours: 3

Website: http://www.uwf.edu/jliu

Prerequisites or Co-Requisites: MAD4401 and MAS5107or MAS3105

Text: Matrix Computation, 3rd ed., G. GOLUB and C. VAN LOAN Course Description:
Theoretical treatment of numerical methods of linear algebra supplemented with use of
computers; polynomial approximations, uniform approximations, least square approxi-
mations; error analysis for numerical solutions of linear equations, algebraic eigenvalue
problems.

Student Learning Outcomes:

After successfully completing this course, with the help of computers and software, the
student will be able to
1. solve linear systems of equations;
2. solve some eigenvalue problems;
3. solve least square problems;
4. find polynomial approximations of functions.

Topics Covered:

Part I: Numerical Linear Algebra.

General Linear Systems

1. Triangular System.
2. LU factorization.
3. Error analysis.

Special Linear Systems

1. LDM and LD LT factorizations.
2. Positive definite system.
3. Banded system.

6
The Symmetric Eigenvalue Problems
1. Properties and decompositions. 2. Perturbations.
3. The symmetric QR algorithm.
4. Bisection method, R.Q.I, subspace iterations, D&C method and homotopy method.

The unsymmetric Eigenvalue Problems

1. Properties and decompositions.
2. Perturbations.
3. Power iterations

Part II: Approximation Theories.

Uniform Approximation
1. Weierstrass approximation theorem,
2. Bernstein polynomials.
3. Approximation by interpolations.

Least Square Approximation

1. Inner product space.
2. orthonormal system.
3. Full rank least square problems.
4. Rank deficient least square problems.

Grading / Evaluation:
Test1 20%
Quizzes/homework 50%
Final 30%

There will be absolutely NO early or make-up test given. A missed test will be counted
as 0, unless a valid reason is presented to the instructor. In this case, the weight will be
added to final. Special Technology Utilized by Students: N/A

Expectations for Academic Conduct/Plagiarism Policy:

As members of the University of West Florida, we commit ourselves to honesty. As we

strive for excellence in performance, integritypersonal and institutionalis our most pre-
cious asset. Honesty in our academic work is vital, and we will not knowingly act in
ways which erode that integrity. Accordingly, we pledge not to cheat, nor to tolerate
cheating, nor to plagiarize the work of others. We pledge to share community resources
in ways that are responsible and that comply with established policies of fairness. Co-
operation and competition are means to high achievement and are encouraged. Indeed,
cooperation is expected unless our directive is to individual performance. We will com-

7
pete constructively and professionally for the purpose of stimulating high performance
standards. Finally, we accept adherence to this set of expectations for academic conduct
as a condition of membership in the UWF academic community.

ASSISTANCE:

Students with special needs who require specific examination-related or other course-
related accommodations should contact Barbara Fitzpatrick, Director of Disabled Stu-
dent Services (DSS), dss@uwf.edu, (850) 474-2387. DSS will provide the student with a
letter for the instructor that will specify any recommended accommodations.

8
Student Syllabus for Numerical Analysis I- Spring 2007

United Arab Emirates University

Faculty of Science
Department of Mathematics and Computer Science

General Information:-
Teacher’s name: Dr. Fathi M. Allan
e-mail f.allan@uaeu.ac.ae
Course Title : Numerical Analysis I (3 Credit.O)
Text Book : Numerical Analysis, by R. L. Burden and J. D. Faires.

Course Description:

Error analysis, solving nonlinear equations in one variable using : Fixed point method,
Bisection method and Newton’s method. Solving linear systems of equations using :
Gaussian elimination method and Cholesky’s method. Lagrange Interpolation, Hermite
Interpolation. Eigenvalue problems.

Course Objectives:
” Study numerical analysis techniques and methods.
” Learn how to use Mathematica software to solve numerical analysis problems.
” To explore topics related to nonlinear equations in one variable.
” To illustrate the applications the various topics covered by the course such as:
interpolation, and linear systems to problems in science, engineering and other related
areas.

Student Learning Outcomes:

1. Demonstrate ability to think critically.
2. Compute the absolute and realtive errors.
3. Analyze algorithms and study their convergence.
4. Approximate the solution of nonlinear equations of one variable using various methods
such as bisection method, fixed point method and Newton’s methods. 5. Approximate
zeros of polynomials using Muller’s method.
6. Use Lagrange and Newton’s interpolation techniques to approximate functions.
7. Use interpolation techniques to solve different mathematical problems.
8. Solve linear systems using different strategies such as partial pivoting.
9. Solve linear systems using different iterative methods such as Jacobi, Gauss-Seidel,
SOR methods.
10. Analyze the Jacobi, Gauss-Seidel, SOR methods.
11. Compute different decomposition of matrices such as LU and Choleski’s decomposi-
tions and use them to solve linear systems.
12. Use numerical differentiation and integration.

9
13. Use Mathematica to solve numerically mathematical problems.
14. work effectively with others.

10
Syllabus for the Numerical Analysis Prelim
based on APPM 5600-5610
effective August 2001
Texts:
K. Atkinson, Introduction to Numerical Analysis (except Chapter 1).
G. Golub and C. Van Loan, Matrix Computations, Chapters 2-5, 7, 10.
K. W. Morton and D. F. Mayers, Numerical Solution of Partial Differential Equations,
Chapters 2.2, 2.4, 2.6-2.9, 3.1, 3.2, 4.2, 5.1-5.5.
Recommended Supplemental Text:
J. Stoer and R. Bulirsch, Introduction to Numerical Analysis.

The following topics are covered in APPM 5600-5610. The prelim does NOT cover any
additional APPM 6610 topics.
Interpolation Theory
polynomial interpolation theory
Newton divided differences finite differences and table-oriented interpolation formulae
errors in data and forward differences
further results on interpolation error
Hermite interpolation
piecewise polynomial interpolation, B-splines
Fourier series, DFT and FFT
trigonometric interpolation
Approximation of Functions
the Weierstrass Theorem and Taylor’s Theorem
the minimax approximation problem
the least squares approximation problem
orthogonal polynomials
minimax approximation
near-minimax approximations
Rootfinding for Nonlinear Equations
the bisection method
Newton’s method
the secant method
Muller’s method
a general theory for one-point iteration methods
Aitken extrapolation for linearly convergent sequences
the numerical evaluation of multiple roots
Brent’s rootfinding algorithm
roots of polynomials
systems of nonlinear equations
Newton’s method for nonlinear systems
unconstrained optimization
Numerical Integration
the trapezoidal rule and Simpson’s rule
Newton-Cotes integration formulae
Gaussian quadrature
asymptotic error formulae and their applications

11
automatic numerical integration
singular integrals
numerical differentiation
Linear Algebra
vector spaces, matrices, and linear systems
eigenvalues and canonical forms for matrices
vector and matrix norms, condition numbers
convergence and perturbation theorems
Sherman-Morrison formula
Numerical Solution of Systems of Linear Equations, Direct methods
Gaussian elimination
pivoting and scaling in Gaussian elimination
variants of Gaussian elimination
error analysis
the residual correction method
Numerical Solution of Systems of Linear Equations
Iterative Methods
Jacobi, Gauss-Seidel
error prediction and acceleration
the numerical solution of Poisson’s equation the conjugate gradient method
The Matrix Eigenvalue Problem
eigenvalue location, error, and stability results the power method
orthogonal transformations using Householder matrices,
the eigenvalues of a symmetric tridiagonal matrix
the QR Method, the calculation of eigenvectors and inverse iteration
least squares solution of linear systems
Numerical Methods for Ordinary Differential Equations, existence, uniqueness, and sta-
bility theory
Euler’s method, multi step methods, the midpoint method, the trapezoidal method
a low-order predictor-corrector algorithm
derivation of higher order multistep methods
convergence and stability theory for multistep methods
stiff differential equations and the method of lines
single-step and Runge-Kutta methods
boundary value problems
Introduction to Linear Parabolic and Hyperbolic PDEs parabolic problems in one space
dimension an explicit scheme, convergence, Fourier analysis an implicit scheme, parabolic
problems in two space dimensions an explicit scheme

ADI
hyperbolic problems in one space dimension

the CFL condition

finite differences, stability, accuracy, and consistency, the Lax Equivalence Theorem

12
Numerical Analysis Syllabus

Dr. Abdul Hassen

Phone (856) 256-4500 ext 3888. e-mail: hassen@rowan.edu

Prerequisite: 1701.210 Linear Algebra, 1701.231 Ordinary Differential Equations (or con-
currently) and prior computer programming experience.

Text: Atkinson and Han, Elementary Numerical Analysis, 3rd Edition, Published by
Wiley.

Catalog Description: This course includes: elements of error analysis, real roots of an
equation, polynomial approximation by finite difference and least square methods, inter-
polation, quadrature, numerical solution of ordinary differential equations, and numerical
solutions of systems of linear equations. The student should expect to program a com-
puter in addition to using a graphing calculator.

Objective: The purpose of numerical analysis is two-fold: (1) to find acceptable ap-
proximate solutions when exact solutions are either impossible or so arduous and time-
consuming as to be impractical, and (2) to devise alternate methods of solution better
suited to the capabilities of computers.

While this course will involve the student in considerable computation in order to apply
techniques and obtain acceptable answers, the main emphasis will be on the underlying
theory. It will be necessary to draw upon a good bit of calculus, linear algebra, computer
science and other branches of mathematics during the course.

13
School of Engineering, Tohoku University 2004 Syllabus

Mano, Akira ( Professor ) / Disaster Control Research Center

Course Object and Description

Numerical analysis is a fundamental tool for most graduate students in science and engi-
neering, and frequently constructs the core of their studies. The purpose of this course is
to furnish the auditors with elementary skills of the analysis together with applicability
to step up the higher level. Along the purpose, the course lectures on the basic theories
and techniques, and requires the programming to solve the assignment. The exercise
on numerical modeling for physical problems is also an important step to promote the
applicability.

Course Plan
1st Numerical errors. Nonlinear algebra
2nd Interporation and numerical integration
3rd Direct methods for simultaneous linear equations
4th Iterative methods for simultaneous linear equations
5th Eigenvalues and eigenvectors
6th Ordinal differential equations (1)
7th Ordinal differential equations (2)
8th Miscellaneousness
9th Partial differential equations
10th Finite difference method
11th Numerical analysis of evolution equation
12th Stability and convergence
13th Application to practical problems (1)
14th Application to practical problems (2)
15th Application to practical problems (3)

Required Text and Recommended References

Computational Techniques for Fluid Dynamics, Vol.1, (C.A.J. Fletcher, Springer-Verlag

Lecture note. A First Course in Numerical Analysis ( Anthony Ralston and Philip Ra-
binowitz, McGraw-Hill, Inc.)

14
Undergraduate courses in numerical analysis

451. (CSE) NUMERICAL COMPUTATIONS (3) Algorithms for interpolation, numer-

ical integration, numerical solution of nonlinear equations, linear systems and ordinary
differential equations emphasizing computational properties and implementation. Stu-
dents may take only one course for credit from MATH 451 and 455. Prerequisites:
CMPSC 201C, 201F, or CSE 103; MATH 230 or 231.

MATH/CSE 451. Numerical Computations

This is an undergraduate course introducing most of the basic and classical numerical
algorithms. The course is more focused on the study and implementation of these basic
algorithms. The students will have to complete several computing projects in addition
to other homeworks.
——————————————————————————–

455. (CSE) INTRODUCTION TO NUMERICAL ANALYSIS I (3) Floating point com-

putation, numerical root finding, interpolation, numerical quadrature, direct methods for
linear systems. Students may take only one course for credit from MATH 451 and 455.
Prerequisites: CMPSC 201C, 201F, or CSE 103; MATH 220; MATH 230 or 231.

——————————————————————————–

456. (CSE) INTRODUCTION TO NUMERICAL ANALYSIS II (3) Polynomial and

piecewise polynomial approximation, matrix least squares problems, numerical solution
of eigenvalue problems, numerical solution of ordinary differential equations. Prerequi-
site: MATH 455.

——————————————————————————– Graduate courses in

numerical analysis

523. NUMERICAL ANALYSIS I. Approximation and Interpolation; Numerical Quadra-

ture; Direct Methods of Numerical Linear Algebra; Numerical solution of nonlinear sys-
tems and optimization.

——————————————————————————–

524. NUMERICAL ANALYSIS II. Numerical Solution of Ordinary Differential Equa-

tions; Numerical Solution of Partial Differential Equations; Some Iterative Methods of
Numerical Linear Algebra.

——————————————————————————–

15
552. (CSE 552) Numerical Solution of Partial Differential Equations (3) Finite differ-
ence methods for elliptic, parabolic, and hyperbolic differential equations. Solutions
techniques for discretized systems. Finite element methods for elliptic problems. Prereq-
uisite: MATH 402 or 404; MATH (CSE) 451 or 456.
——————————————————————————–

556. (CSE 556) Finite Element Methods (3) Sobolev spaces, variational formulations of
boundary value problems; piecewise polynomial approximation theory, convergence and
stability, special methods and applications. Prerequisite: Math 412, MATH 501 and 502,
or consent from instructor.

MATH 523 and MATH 524. Numerical Analysis These courses form a two-semester
graduate level introduction to numerical analysis. They will be mainly focused on the
design and the analysis of classical as well as recently developed numerical algorithms
and techniques, for the solution of variety of problems in mathematical analysis and alge-
bra. In short, this course will provide an introduction to the basics of the mathematical
theory behind scientific and engineering computing. The students who take this course
should have a very good and stable knowledge of single and multivariable calculus, linear
algebra and be familiar with basic facts from functional, real and complex analysis and
the theory of partial differential equations.

MATH 523 Numerical analysis I

Approximation and Interpolation; Numerical Quadrature; Direct Methods of Numerical
Linear Algebra; Numerical solution of nonlinear systems and optimization
Polynomial Approximation
Lagrange Interpolation
Least Squares Polynomial Approximation
Piecewise polynomial approximation and interpolation
The Fast Fourier Transform
Multipole method for special dense matrix vector product
Numerical Quadrature
Basic quadrature
The Peano Kernel Theorem
Richardson Extrapolation
Asymptotic error expansions
Romberg Integration
Gaussian Quadrature
Adaptive quadrature
Monte Carlo methods for higher dimensional integrals.
Direct Methods of Numerical Linear Algebra
Triangular systems
Gaussian elimination and LU decomposition
Pivoting
Backward error analysis
Conditioning and roundoff errors.
Numerical solution of nonlinear systems and optimization

16
One-point iteration
Newton’s method
Unconstrained minimization
Newton’s method
Line search methods
Conjugate gradients
MATH 524 Numerical analysis II
Numerical Solution of Ordinary Differential Equations
Euler’s Method
Linear multistep methods
One step methods
Stiffness
Numerical Solution of Partial Differential Equations
BVPs for 2nd order elliptic PDEs
The five-point discretization of the Laplacian
Finite element methods
Difference methods for the heat equation
Difference methods for hyperbolic equations
Hyperbolic conservation laws
Some Iterative Methods of Numerical Linear Algebra
Classical iterations
Multigrid methods
Reference
Analysis of Numerical Methods, by Eugene Isaacson and Herbert Bishop Keller; Dover
Publications 1994.
Introduction to Numerical Analysis, by J. Stoer and R. Bulirsch; Springer-Verlag 1980.
ISBN 0-387-90420-4.

MATH/CSE 552. Numerical Solution of Partial Differential Equations This is an intro-

ductory graduate course on numerical methods for partial differential equations. It is
designed mainly for graduate students in department of mathematics. The course should
also be appropriate for non-math graduate students who are good at advanced calculus
and linear algebra. The students are required to do computing projects in addition to
theoretical homework problems.

All the graduate students in computational and applied math program are required to
take this course.

MATH/CSE 552. Numerical Solution of Partial Differential Equations

A review of basic methods for the Poisson Equations on regular domain (1 week)
The finite difference method
The finite element method
The finite volume method
Second order elliptic boundary value equations (5 weeks)
A review of qualitative properties (2 hour)
Maximal principle

17
Existence and uniqueness (existence of classical and weak solutions)
Regularity (H2 regularity of the solutions for smooth or convex domain)
The finite difference method (4 hours)
Basic finite difference schemes
Discrete maximal principle and M-matrices
Error estimates
Boundary treatments
The finite element method (5 hours)
Linear finite element methods
Error estimates: estimates in H1 norm and L2 norm
Construction of more general finite element methods
The finite volume method (3 hours)
Basic finite volume schemes
Conservation properties
Relation with finite element method
Error estimates
High order finite volume method
Direct and iterative methods for solving the discrete systems (2 weeks)
Direct methods (1)
Sparse matrix data structure (1)
Basic iterative methods (2)
Basic iterative methods
Jacobi and Gauss-Seidel methods
The method of subspace corrections and its convergence properties (2)
Conjugate gradient methods and preconditioning (2)
The multigrid method (2 weeks)
Introduction of the algorthm using one dimensional problem (2 hours)
Algorithmic details for /-cycle, cycle, (2 hours) V-cycle and W-cycle algorithms
Convergence analysis using the method of subspace corrections (2 hours)
Parabolic and hyperbolic problems (4 weeks)
Model problems and stability estimates (2 hours)
Examples of the methods of lines (2 hours)
The Lax-Richtmyer equivalence theorem (1 hour)
Stability analysis (2 hours)
Discrete Fourier series (.5)
von Neumann stability analysis (.5)
The Kreiss matrix theory (1)
Consistency, convergence and error estimates (1)
Convection dominated problems (1 week)
The failure of standard discretization
Monotone schemes and Godunov theorem
Higher order methods
Nonlinear problems
Textbooks and references
There are many text books available, but there is no single one that would fit the afore-
mentioned syllabus.

18
Major references
Hackbusch, W., Elliptic differential equations : theory and numerical treatment Berlin ;
New York : Springer-Verlag, c1992. [good reference for elliptic problems]
Strikwerda, John C., Finite difference schemes and partial differential equations / John
C. Strikwerda. Pacific Grove, Calif. : Wadsworth & Brooks/Cole Advanced Books &
Software, c1989. [good reference for linear parabolic and hyperbolic problems]
Johnson, Claes, Numerical solution of partial differential equations by the finite element
method / Claes Johnson.
Cambridge [Cambridgeshire] ; New York: Cambridge University Press, c1987. [Overall
good reference for finite element method for this course; but not enough materials for
theoretical analysis]
Susanne Brenner and L. Ridgway Scott, The mathematical theory of finite element meth-
ods, New York : Springer-Verlag, c1994. [Chapter 3 is a good reference on the construc-
tion of a finite element space; other parts of the book are too theoretical/technical for
this course]
Jinchao Xu, Lecture notes for MATH/CSE 552 [covers materials that can not be found in
the above three books and other major text books, especially good materials for iterative
and multigrid methods, finite volume methods]

19
HOME PEOPLE UNDERGRADUATE GRADUATE RESEARCH DEPART-
MENT HIGH SCHOOL

Home > Undergraduate > Courses > Syllabi >

AMSC/CMSC 466 (Introduction to Numerical Analysis I)

DESCRIPTION Floating point computations, direct methods for linear systems, inter-
polation, solution of nonlinear equations, numerical differentiation and integration.

PREREQUISITES Math 240 and 241, CMSC 105 or CMSC 106 or CMSC 114 or ENEE
114
TOPICS Floating point computation (1 week)
Properties of machine arithmetic
Direct methods for linear systems (4 weeks)
Gaussian elimination
Pivoting strategies
Cholesky factorization
Vector and matrix norms
Conditioning and the effect of rounding error
Interpolation (2 weeks)
Polynomial approximation
Newton and Lagrange forms
Error formula (derived)
Solution of nonlinear equations (3 weeks)
Bisection, Secant, and Newton’s method
Fixed point methods
Newton’s method for systems
Numerical differentiation and integration (3 weeks)
Numerical differentiation
Numerical integration

TEXT: Text(s) typically used in this course.

20
Numerical Analysis + Lab MA43019

3 - 0 - 3 : 5 Credits Prerequsites: None

Root finding for nonlinear equations- Newton-Raphson, Secant, Regula-Falsi methods

and their convergence, Newton?s method for system of nonlinear equations. Interpo-
lation - Newton?s formulae, Lagrange, Hermite, Spline interpolation with error analy-
sis. Numerical differentiation. Numerical integration- Newton-Cotes formulae - open
and closed type-Trapezoidal, Simpson and Weddle rules, Gaussian quadrature formulae-
Gauss-Laguerre, Gauss-Hermite integration, composite integration methods, double in-
tegration. System of linear algebraic equations- Gauss elimination, Jacobi, Gauss-Seidel,
relaxation methods and their convergence. Numerical methods for determining eigenval-
ues.

21
Syllabus: MATH 5338 NUMERICAL ANALYSIS (I)
Web: www.uta.edu/math

1. COURSE PREREQUISITES:
Knowledge of calculus, linear algebra, and programming or consent of the instructor.

2. COURSE GOALS:
Solution of one variable equations
Interpolation and polynomial approximation
Numerical differentiation and integration
Direct methods for solving linear systems
Iterative techniques in matrix algebra

3. TEXTBOOK:
Numerical Analysis by R.L.Burden and J.D.Faires (7th Edition)

22
University of Houston
Department of Mathematics
MATH 4364 Numerical Analysis

Prerequisites: MATH 2431 (Linear Algebra), MATH 3331 (Differential Equations), COSC
1301 or 2101 or equivalent experience with one programming language (computer assign-
ments).

Textbook: Numerical Analysis (8th edition), by R.L. Burden and J.D. Faires, Brooks-
Cole Publishers

Brief Description of MATH 4364 : This course introduces students to classical numerical
methods for approximating the solutions of common mathematical problems. It allows
students to deal with numerical methods both at a theoretical level and for programming
purposes. This is an introductory course and will be a mix of mathematics and com-
puting. The mathematical content of the course for this semester covers interpolation,
numerical integration, direct and iterative methods for solving linear systems of algebraic
equations and numerical methods for solving nonlinear algebraic equations. N.B. This is
the first semester of a two semester course. The emphasis the second semester (MATH
4365) will be in particular on numerical methods for ordinary differential equations and
partial differential equations.

Course structure: This a ex-cathedra course, that is a mix of mathematics of comput-

ing. Student evaluation will be based on in-class exams and one final exam, homework
extracted from the text and computer projects.

Tentative Syllabus of the Fall semester (MATH 4364)

Chapter 2 : Resolution of nonlinear equations in one variable
Chapter 3 : Interpolation
Chapter 4 : Numerical differentiation and numerical integration
Chapter 6 : Resolution of linear systems (direct methods)
Chapter 7 : Resolution of linear systems (indirect methods)
Chapter 10 : Resolution of nonlinear systems (as time permits)

Tentative Syllabus of the Spring semester (MATH 4365)

Chapter 5 : Numerical solution of ODEs
Chapter 8 : Selected topics of numerical approximation
Chapter 9 : Numerical methods for computation of eigenvalues
Chapter 11 : Boundary-value problem for ODEs
Chapter 12 : Finite differences methods for PDE’s, Introduction to finite elements for
elliptic problems

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