[NUMERICAL ANALYSIS OUTLINE] NUEN 329 – SPRING 2011

Approximation Chapter 0: Introduction to Numerical analysis

1. General Discussion
1.1. Analytical Methods
1.2. Numerical Methods
1.3. Physical Models

2. Overview of tools of Numerical Analysis

2.1. Introduction
2.2. Linear system of Equations
2.3. Eigenproblems
2.4. Roots of Nonlinear Functions
2.5. Polynomial Interpolation and Approximation
2.6. Numerical Differentiation
2.7. Numerical Integration

Reading Assignment (math book)

- Chapter 0, (p 1-9)
- Part I, introduction (p 11-16)

Additional help:

http://en.wikipedia.org/wiki/Taylor_series

http://www.sosmath.com/calculus/tayser/tayser01/tayser01.html

1|Page
 [NUMERICAL ANALYSIS OUTLINE] NUEN 329 – SPRING 2011

Chapter 1: Systems of Linear Algebraic Equations

1. Introduction

2. Review of Matrices and Determinants

2.1. Definitions
2.2. Operations on Matrices
2.3. Determinants

3. Direct Elimination Methods

3.1. Cramer’s method
3.2. Gaussian Elimination Method
3.2.1. Introduction
3.2.2. Examples of Simple Linear Solves
3.2.3. Row Operations
3.2.4. The Simple Gaussian Elimination
3.2.5. LU Decomposition
3.2.6. Tridiagonal Systems
3.2.7. Jordan Elimination
3.2.8. Pitfalls of Elimination
3.2.9. Review of Norms
3.2.10. Determinants

4. Iterative Methods
4.1. Introduction
4.2. Jacobi Method
4.3. Gauss-Seidel Method

Reading Assignment (math book)

- Chapter 1, (p 17-77)

Additional help:
http://www.sosmath.com/matrix/matrix.html
http://www.sosmath.com/matrix/system1/system1.html
http://en.wikipedia.org/wiki/Gaussian_elimination
http://ocw.mit.edu/ans7870/18/18.06/javademo/GaussElim/
http://en.wikipedia.org/wiki/LU_decomposition
http://csep10.phys.utk.edu/guidry/phys594/lectures/linear_algebra/lanotes/node3.html

2|Page
 [NUMERICAL ANALYSIS OUTLINE] NUEN 329 – SPRING 2011

Chapter 2: Eigenvalue problems

1. Introduction
1.1. A simple 2x2 example
1.2. Eigenproblems in neutronics

2. The power method for Ax=λx

2.1. Standard version
2.2. Scaled version

3. The determinant method

4. The power method for generalized eigenproblems, Ax=λBx

Reading Assignment (math book)

- Chapter 2, (p 81-104 & 112-119)

Additional help:

http://en.wikipedia.org/wiki/Eigenvalue
http://en.wikipedia.org/wiki/Eigenvalue_algorithm
http://www.math.duke.edu/education/webfeatsII/Lite_Applets/Eigenvalue/start.html
http://www.sosmath.com/matrix/matrix.html [check out the eigenvalues and eigenvectors section]

3|Page
 [NUMERICAL ANALYSIS OUTLINE] NUEN 329 – SPRING 2011

Chapter 3: Nonlinear Equations

1. Introduction

2. Bracketing Methods (Closed Domain Methods)

2.1. Bisection
2.2. Regula Falsi Method

3. Open Domain Methods

3.1. Fixed-point Iteration
3.2. Newton’s Method
3.3. Secant Method

4. System of Nonlinear Equations

4.1. Introduction
4.2. Fixed-point Method
4.3. Newton’s Method

Reading Assignment (math book)

- Chapter 3, (p 127-150 & 169-181)

Additional help:

http://math.fullerton.edu/mathews/n2003/NumericalUndergradMod.html [a huge resource !]

4|Page
 [NUMERICAL ANALYSIS OUTLINE] NUEN 329 – SPRING 2011

Chapter 4: Polynomial Interpolation and Approximation

1. Introduction

2. Properties of Polynomials

3. Direct fit for 1-variable data

3.1. Brute force polynomial interpolation
3.2. Lagrange polynomial interpolation
3.3. Divided differences
3.4. Newton's forward difference polynomial

4. Multi-variate interpolation
4.1. Linear Interpolation
4.2. Quadratic Interpolation

5. Approximation Using a Least-square method

5.1. Linear least-square for 1-variable approximation
5.2. Quadratic least square for 1-variable approximation
5.3. Multi-variate least square method

Reading Assignment (math book)

- Chapter 4, pp 187-201 & 218-220 & 225-243

Additional help:

http://en.wikipedia.org/wiki/Polynomial_interpolation
http://en.wikipedia.org/wiki/Lagrange_polynomial
http://math.fullerton.edu/mathews/n2003/NumericalUndergradMod.html [again, an excellent resource,
lookup notably the following two items and their sub-items]:
Interpolation and Polynomial Approximation
Maclaurin and Taylor Series
Lagrange Polynomial Interpolation and Approximation
Newton Interpolation Polynomial
Curve Fitting
Least Squares Lines
Least Squares Polynomials

5|Page
 [NUMERICAL ANALYSIS OUTLINE] NUEN 329 – SPRING 2011

Chapter 5: Numerical Differentiation and Difference Formulae

1. Introduction

2. Unequally-spaced Data
2.1. Brute force polynomial interpolation
2.2. Lagrange polynomial interpolation
2.3. Divided differences

3. Equally-spaced data

4. Taylor Series Approach

4.1. Space discretization
4.2. TSE for 1variable
4.3. TSE for 2 variables
4.4. Application of TSE for Finite Difference Formulae

Reading Assignment (math book)

- Chapter 5, pp 250-279

Additional help:

http://en.wikipedia.org/wiki/Taylor_series

http://www.sosmath.com/calculus/tayser/tayser01/tayser01.html

and, as always, http://math.fullerton.edu/mathews/n2003/NumericalUndergradMod.html [again, an

excellent resource, lookup notably the following two items and their sub-items]:
Numerical Differentiation
Derive Numerical Differentiation Formulae

6|Page
 [NUMERICAL ANALYSIS OUTLINE] NUEN 329 – SPRING 2011

Chapter 6: Ordinary Differential Equations (application to time marching problems)

1. Introduction

2. Finite Difference Method

2.1. Principles
2.2. Errors

3. First Order Euler Methods

3.1. Forward Euler
3.2. Backward Euler
3.3. Comparison

4. Stability

5. Bestiary of Other Methods

5.1. An example of Predictor Corrector Scheme
5.2. Crank Nicholson (or trapezoidal method)
5.3. Modified Euler
5.4. Analogy with numerical integration
5.5. Runge-Kutta Methods

Reading Assignment (math book)

- Part II (p 323-333) & Chapter 7, pp 335-377 & 391-416

Additional help:

As always, http://math.fullerton.edu/mathews/n2003/NumericalUndergradMod.html [again, an excellent

resource, lookup the Section on Solution of Differential Equations and itssub-items]:
Euler's Method for ODE's
Runge-Kutta Method
Predictor-Corrector Methods
Finite Difference Method for ODE's

7|Page
[NUMERICAL ANALYSIS OUTLINE] NUEN 329 – SPRING 2011

8|Page