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

18.330 Numerical Analysis (2008)

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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 [1] 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

  • 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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