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# Numerical Methods

Course Description

This course is concerned with the numerical solution for non-linear algebraic and
transcendental equation, Interpolation and polynomial approximation, Lagrange
Polynomial, Newton’s Polynomial, Cubic Splines, numerical differentiation and
integration, trapezoidal rule, Simpson’s rule, composite rules, Gaussian
Quadrature, initial value problems for ordinary differential equations, Euler’s
method, Runge-Kutta method, multistep methods, numerical solutions for
system of linear equations, Gaussian elimination, Gauss-Jordan, LU factorization,
iterative methods, Jacobi method, Gauss Seidel method, SOR methods,
numerical solutions for partial differential equations, elliptic, parabolic and
hyperbolic equations.

Text Book

John H. Mathews

Topics:

## Error Analysis for iterative Methods

Accelerating Convergence

Cubic Splines

## Numerical Differentiation and Integration

Numerical Differentiation

## Composite Numerical Integration

Gaussian Quadrature

Euler’s Methods

## Higher Order Taylor’s Methods

Rang-Kutta Methods

## Error Control and Runge-Kutta-Fehlberg Methods

Multistep Methods

## Linear Systems of Equations

Gaussian Elimination

LU Factorization

Jacobi’s Method

## Gauss Seidel Method

SOR Methods
Calculus covers differentiation and integration of functions of one variable, with some
basic applications. The prerequisites are high school algebra and trigonometry.

Calculus

Topics

Functions , Intervals

## Differentiation rules, Implicit differentiation, higher order derivatives,

exp/log/trigonometric functions
Linear approximation, curve sketching, max-min problems.

## Mean Value Theorem, L'Hospital's rule.

Integrals, Fundamental theorem of calculus, properties of integrals.
Applications and Techniques of Integration

## Trigonometric integrals and substitution, hyperbolic functions, completing the

square, intro to partial fractions Improper integrals,
Differential equations, separation of variables, area between curves, surfaces of
revolution, length of curves.

## Parametric equations and polar coordinates

Infinite Sequences and Series
Partial Derivatives

Multiple Integrals

Vector Calculus

## Text: Calculus by Thomas & Finney

Differential Equations
COURSE OUTLINE

Topics

## Introduction to homogeneous functions, solution of homogeneous differential

equations by substitution. Reducible to homogeneous differential equations

equations

## Second order homogeneous differential equations. Complementary, particular and

general solution with real andcomplex roots

equations

## Cauchy Euler’s equations

Variation of parameters

Power series solution, even and odd functions and its properties. Period and periodic
functions

## Fourier coefficient and Fourier series

Laplace Transform

## Sketching of curves and solution of differential equations by use of a

Mathematica(Computer Lab)

Text:

References: