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18.330 Numerical Analysis (2008) - Yossi Farjoun's Homepage

18.330 Numerical Analysis (2008)

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Revision as of 16:52, 6 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 http://math.mit.edu/~yfarjoun/teaching/2008/18.330/reader.pdf 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
Website 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 (The first one is scheduled for Mar 10, 2008) Midterm 1 is "protected" by Midterm 2, and Midterm 2 by the final
  • 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 tri-diagonal matrixes
  • 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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