Course No
M311
Credit
4
Syllabus
Errors in computation: Representation and arithmetic of numbers, source of errors, error propagation, error estimation. Numerical solution of non-linear equations: Bisection method, Secant method, Newton-Raphson method, Fixed point methods, Muller’s method. Interpolations: Lagrange interpolation, Newton divided differences, Hermite interpolation, Piecewise polynomial interpolation. Approximation of functions: Weierstrass and Taylor expansion, Least square approximation. Numerical Integration: Trapezoidal rule, Simpson’s rule, Newton-Cotes rule, Guassian quadrature. Numerical solution of ODE: Euler’s method, multi-step methods, Runge-Kutta methods, Predictor-Corrector methods. Solutions of systems of linear equations: Gauss elimination, pivoting, matrix factorization, Iterative methods – Jacobi and Gauss-Siedel methods. Matrix eigenvalue problems: power method.
Text Books
1. K. E. Atkinson, “An Introduction to Numerical Analysis” Wiley-India Edition, 2013.
Reference Books
1. S. D. Conte, C. De Boor, “Elementary Numerical Analysis, Tata McGraw-Hill, 2006.
2. W. H. Press et. al., “Numerical Recipes - The Art of Scientific Computing”, Cambridge University Press, 2007.