18.330 Numerical Analysis (2008)
From Yossi Farjoun's Homepage
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*Calculus Review | *Calculus Review | ||
*Iterative solutions of algebraic equations | *Iterative solutions of algebraic equations | ||
− | * | + | **Chord method |
− | *Solution of non-linear ODE | + | **Secant method |
− | *Interpolation | + | **Newton's method |
+ | *Enough Linear Algebra for our needs | ||
+ | **Solution of triangular systems | ||
+ | **LU decomposition of tri-diagonal matrixes | ||
+ | *Solution of non-linear ODE | ||
+ | *Numerical Interpolation | ||
+ | **Polynomial | ||
+ | **Spline | ||
*Numerical Integration | *Numerical Integration | ||
+ | **Trapezoidal Rule | ||
+ | **Simpson's Method | ||
*Numerical Solutions to PDE (Introduction) | *Numerical Solutions to PDE (Introduction) |
Revision as of 21:58, 5 February 2008
General
Instructor | Yossi Farjoun |
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 is a Work-In-Progress reader. More about this Reader |
Location | MWF 2-3pm in 2-132 |
Office hours | 2-334 TR 3:30-5pm |
Grades
The course will have written assignments, programming assignments, quizzes, mid-terms and a final. The grade will be determined by averaging:
- 5% Quizzes (about 5 throughout the semester)
- 10% Written H/W (about 1 a week) No late submissions, grade is based on best 70%
- 15% Programming H/W (about 1 every 2 weeks) Must submit 80% to pass course.
- 20% Each of 2 midterms (The first one is scheduled for Mar 10, 2008) Midterm 1 is "protected" by Midterm 2, and Midterm 2 by the final.
- 30% Final
Syllabus
This is a work in progress, but I intend to cover the following topics, more-or-less in the order they appear:
- 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 tri-diagonal matrixes
- Solution of non-linear ODE
- Numerical Interpolation
- Polynomial
- Spline
- Numerical Integration
- Trapezoidal Rule
- Simpson's Method
- Numerical Solutions to PDE (Introduction)