18.330 Numerical Analysis

From Yossi Farjoun's Homepage

(Difference between revisions)

Revision as of 03:27, 4 February 2009

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	This reader 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

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

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)

2.3.2008	Calculus review. Continuous functions, Differential functions
2.5.2008	(planned) More Calculus review. Hopefully get through much of the remaining review topics

None yet! Watch this space!

@@ Line 58: / Line 58: @@
 |Calculus review. Continuous functions, Differential functions
 |-
-|2.5.2008 (planned) More Calculus review. Hopefully get through much of the remaining review topics
+|2.5.2008
+|(planned) More Calculus review. Hopefully get through much of the remaining review topics
 |}
 ===Homework given===
 None yet! Watch this space!