Numerical Analysis

Overview

• Introduction and basic properties of errors: Introduction; Review of basic calculus; Taylor's theorem and truncation error; Storage of non-integers; Round-off error; Machine accuracy; Absolute and relative errors; Richardson's extrapolation.
• Solution of equations in one variable: Bisection method; False-position method; Secant method; Newton-Raphson method; Fixed point and one-point iteration; Aitken's "delta-squared" process; Roots of polynomials.
• Solution of linear equations: LU decomposition; Pivoting strategies; Calculating the inverse; Norms; Condition number; Ill-conditioned linear equations; Iterative refinement; Iterative methods.
• Interpolation and polynomial approximation: Why use polynomials? Lagrangian interpolation; Neville's algorithm; Other methods.
• Approximation theory: Norms; Least-squares approximation; Linear least-squares; Orthogonal polynomials; Error term; Discrete least-squares; Generating orthogonal polynomials.
• Numerical quadrature: Newton-Cotes formulae; Composite quadrature; Romberg integration; Adaptive quadrature; Gaussian quadrature (Gauss-Legendre, Gauss-Laguerre, Gauss-Hermite, Gauss-Chebyshev).
• Numerical solution of ordinary differential equations: Boundary-value problems; Finite-difference formulae for first and second derivatives; Initial-value problems; Errors; Taylor-series methods; Runge-Kutta methods.

Learning Objectives

On completion of the module, it is intended that students should: appreciate the importance of numerical methods in mathematical modelling; be familiar with, and understand the mathematical basis of, the numerical methods employed in the solution of a wide variety of problems;
through the computing practicals and project, have gained experience of scientific computing and of report-writing using a mathematically-enabled word-processor.

Skills

Problem solving skills; computational skills; presentation skills.

Assessment

None