MX35110 - INTRODUCTION TO NUMERICAL ANALYSIS

Module Identifier	MX35110
Module Title	INTRODUCTION TO NUMERICAL ANALYSIS
Academic Year	2001/2002
Co-ordinator	Professor T Phillips
Semester	Semester 2
Pre-Requisite	MA11210
Mutually Exclusive	MA25110
Course delivery	Lecture	19 x 1 hour lectures
	Seminars / Tutorials	3 x 1 hour example classes
Assessment	Exam	2 Hours (written examination)	100%
	Resit assessment	2 Hours (written examination)	100%

General description

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.

Aims

To introduce students to techniques for the numerical approximation of mathematical problems, and to the analysis of these techniques.

Learning outcomes

On completion of this module, students should be able to:

construct an interpolating polynomial using either the Lagrange or Newton formula, and describe their relative advantages and disadvantages;
prove the error formula for Lagrange interpolation;
construct divided and forward difference tables for prescribed data;
construct a cubic spline interpolant and discuss the advantage of this approach over the use of the Lagrange interpolant;
derive the trapezoidal and Simpson's rules for approximating an integral;
derive the error term for the trapezoidal rule;
generate a set of orthogonal polynomials;
derive the formula for Romberg integration;
derive Gauss-type integration rules;
determine the root(s) of a nonlinear equation using the bisection method, functional iteration and Newton's method;
state and prove the conditions under which the sequence x_{r+1}=g(x_[r}) converges to a unique root of the equation x=g(x);
determine the order of an iterative process for computing the root of an equation;
give a geometrical interpretation of Newton's method;
state the conditions under which an initial value problem possesses a unique solution;
define the concepts of consistency, convergence and stability for one-step methods for solving initial value problems;
compute numerical approximations to the solution of initial value problems using one-step methods including predictor-corrector methods;
determine the consitency, convergence and stability of given one-step methods.

Syllabus

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.

Reading Lists

Books
** Supplementary Text
C F Gerald and P O Wheatley. (1999) Applied Numerical Analysis. 6th. Addison-Wesley 0201474352
I Jacques and C Judd. (1987) Numerical Analysis. Chapman and Hall 0201427699