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18.330 Numerical Analysis - Yossi Farjoun's Homepage

18.330 Numerical Analysis

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Contents

General

Instructor Yossi Farjoun, yfarjoun@math.mit.edu
Grader Stav Braun, sbraun@mit.edu
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 Tuesdays 4-5pm (but will go on longer for those who came on time and need more time)
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)

Course Progress

2.3.2009 Calculus review. Continuous functions, Differential functions
2.5.2009 More Calculus review. We talked about derivatives and integrals, Mean Value Theorm: Fundamental Theorm of Calculus. Integration by Parts. Substitution.
2.10.2009 Calculus Review: Taylor series, O(h) notation. Examples.
2.12.2009 One last Example for calculus review. Start Fixed Point Methods
2.17.2009 Tuesday is a Monday! see you Thursday (Office hours are held today...)
2.19.2008 Higher-order iteration. Root finding methods.

Written Homework given

Due Thursday Feb 12 [Homework 1(a)]
Due Thursday Feb 19 [Homework 1(b)]
Due Thursday Feb 26 [Homework 2]

Programing Assignments

Due Thursday Mar 5 [Programing Assignment 1]
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