|Module Title||INTRODUCTION TO NUMERICAL ANALYSIS|
|Co-ordinator||Professor T N Phillips|
|Course delivery||Lecture||19 x 1hour lectures|
|Seminars / Tutorials||3 x 1hour example classes|
|Assessment||Exam||2 Hours (written examination)||100%|
|Resit assessment||2 Hours (written examination)||100%|
It is often impossible to find the exact solution of a mathematical problem using standard techniques. In these situations one has to resort to numerical techniques. Numerical analysis is concerned with the development and analysis of methods for the numerical solution of practical problems. This course will provide an introduction to the subject.
To introduce students to techniques for the numerical approximation of mathematical problems, and to the analysis of these techniques.
On completion of this module, students should be able to:
1. POLYNOMIAL INTERPOLATION: Lagrange' formula. Newton's formula and divided differences. The forward difference formula. Interpolation error. Cubic spline interpolation.
2. NUMERICAL INTEGRATION: Trapezoidal rule, Simpson's rule. Composite integration rules. Quadrature errors. Romberg integration. Orthogonal polynomials and Gaussian quadrature rules.
3. SOLUTION OF NONLINEAR EQUATION IN A SINGLE VARIABLE: Bisection method. Fixed point methods and contraction mappings. Newton's method. Order of convergence.
4. INITIAL VALUE PROBLEMS: Existence and uniqueness of solutions. Euler's method. Local truncation error.
Consistency. Convergence. Stability. General one-step methods. Trapezoidal method. Predictor-corrector methods.
** Supplementary Text
C F Gerald and P O Wheatley. (1994) Applied Numerical Analysis. 5th. Addison-Wesley
I B Jacques and C Judd. (1987) Numerical Analysis. Chapman and Hall