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Advanced Numerical Analysis: Course Outline (MAT-633)

Numerical analysis is the study of algorithms that use numerical approximation (as opposed to general symbolic manipulations) for the problems of mathematical analysis (as distinguished from discrete mathematics).

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Course Outline

​Theory and implementation of numerical methods for initial and boundary value problems in ordinary differential equations. One-step, linear multi-step, Runge-Kutta, and extrapolation methods; consistency, convergence, stability, error estimates, and practical implementation, Study and analysis of shooting, finite difference, spline and projection methods, collocation methods, Rayleigh-Ritz and Galerkin methods.  for boundary value problems for ordinary differential equations.

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