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18.330 Numerical Analysis - Yossi Farjoun's Homepage

18.330 Numerical Analysis

From Yossi Farjoun's Homepage
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BOO
+
===General===
REDIRECT [[18.330 Numerical Analysis (2008)]]
+
{|
 +
|Instructor
 +
| Yossi Farjoun, yfarjoun@math.mit.edu
 +
|-
 +
|Grader
 +
| Sivan Braun; Office hours: TBA
 +
|-
 +
|Prerequisites
 +
|18.03 or 18.034
 +
|-
 +
|Textbook
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|Numerical Analysis, Burden and Faires '''however''', it is not required. Do not feel obliged to buy this book.
 +
|-
 +
|Reader
 +
|[http://math.mit.edu/~yfarjoun/Teaching/2009/18.330/reader.pdf] is a work-in-progress reader, please let me know of any typos/corrections etc.
 +
|-
 +
|Location
 +
|TR 11-12:30 in 2-135
 +
|-
 +
|Office hours
 +
|2-334 (Tentative) MW 3:30-5pm
 +
|-
 +
|Website (this one!)
 +
|http://scripts.mit.edu/~yfarjoun/homepage/index.php?title=18.330_Numerical_Analysis
 +
|}
 +
 
 +
===Grades===
 +
The course will have written assignments, programming assignments, quizzes, mid-terms and a final. The grade will be determined by averaging:
 +
 
 +
*10% Quizzes (about 5 throughout the semester)
 +
*10% Written H/W (about 10 total) '''No late submissions''', grade is based on best 70%
 +
*25% Programming H/W (about 6 total) '''Must''' submit all but 1 to '''pass''' course
 +
*15% Each of 2 midterms
 +
*25% Final
 +
 
 +
===Syllabus===
 +
*Calculus Review
 +
*Iterative solutions of algebraic equations
 +
**Chord method
 +
**Secant method
 +
**Newton's method
 +
*Enough Linear Algebra for our needs
 +
**Solution of triangular systems
 +
**LU decomposition of tridiagonal matrices
 +
*Solution of non-linear ODE
 +
*Numerical Interpolation
 +
**Polynomial
 +
**Spline
 +
*Numerical Integration
 +
**Trapezoidal Rule
 +
**Simpson's Method
 +
*Numerical Solutions to PDE (Introduction)

Revision as of 03:09, 4 February 2009

General

Instructor Yossi Farjoun, yfarjoun@math.mit.edu
Grader Sivan Braun; Office hours: TBA
Prerequisites 18.03 or 18.034
Textbook Numerical Analysis, Burden and Faires however, it is not required. Do not feel obliged to buy this book.
Reader [1] is a work-in-progress reader, please let me know of any typos/corrections etc.
Location TR 11-12:30 in 2-135
Office hours 2-334 (Tentative) MW 3:30-5pm
Website (this one!) http://scripts.mit.edu/~yfarjoun/homepage/index.php?title=18.330_Numerical_Analysis

Grades

The course will have written assignments, programming assignments, quizzes, mid-terms and a final. The grade will be determined by averaging:

  • 10% Quizzes (about 5 throughout the semester)
  • 10% Written H/W (about 10 total) No late submissions, grade is based on best 70%
  • 25% Programming H/W (about 6 total) Must submit all but 1 to pass course
  • 15% Each of 2 midterms
  • 25% Final

Syllabus

  • Calculus Review
  • Iterative solutions of algebraic equations
    • Chord method
    • Secant method
    • Newton's method
  • Enough Linear Algebra for our needs
    • Solution of triangular systems
    • LU decomposition of tridiagonal matrices
  • Solution of non-linear ODE
  • Numerical Interpolation
    • Polynomial
    • Spline
  • Numerical Integration
    • Trapezoidal Rule
    • Simpson's Method
  • Numerical Solutions to PDE (Introduction)
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