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

18.330 Numerical Analysis (2008)

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Contents

Homework

Written Assignments

  1. Due Feb. 15
  2. Due Feb. 22

Computer Assignments

  1. Due Feb 20

For help with learning Matlab I can offer some resources:

  • A tiny sample of what Matlab can do.
  • Course notes from a Matlab course that I gave over IAP
  • The official Mathworks user guide to Matlab

Mid-Terms and Final

  • Mid Term 1: Mar 10, 2008

General

Instructor Yossi Farjoun
Grader Sergiy Sidenko; Office hours: 2-588 Monday 4-5
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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