18.330 Numerical Analysis
From Yossi Farjoun's Homepage
(Difference between revisions)
Line 1: | Line 1: | ||
− | + | ===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 | ||
+ | |[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)