18.330 Numerical Analysis (2008)

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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

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

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)