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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

1. Numerical Methods for Computer Science, Engineering, and Mathematics by


John H. Mathews

2. Numerical Analysis By R.L. Burden and J. D. Faires

Topics:

Solution of equations in one variable

The Bisection Method

Fixed Point Iteration

The Newton-Rap son Method

Error Analysis for iterative Methods

Accelerating Convergence

Interpolation and Polynomial Approximation

Interpolation and Lagrange Polynomial Approximation

Newton’s Polynomial Approximation

Cubic Splines

Numerical Differentiation and Integration

Numerical Differentiation

Elements of Numerical Integration

Composite Numerical Integration


Gaussian Quadrature

Initial Value Problems for Ordinary Differential Equations

Elementary Theory of Initial Value Problems

Euler’s Methods

Higher Order Taylor’s Methods

Rang-Kutta Methods

Error Control and Runge-Kutta-Fehlberg Methods

Multistep Methods

Direct Methods for Solving Linear Systems

Linear Systems of Equations

Gaussian Elimination

LU Factorization

Iterative Techniques for Solving Linear Systems

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

Relation between Cartesian and Polar Coordinates, De Moivers Theorem

Limits, derivatives, differentiation rules

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, separable and non-separable differential equations.

Introduction to homogeneous functions, solution of homogeneous differential


equations by substitution. Reducible to homogeneous differential equations

Exact and non-exact ordinary differential equations

Solution by integrating factor for homogeneous and nonhomogeneous differential


equations

Linear and non-linear differential equations. Trajectory of orthogonal curves

Applications of first order differential equations.

Second order homogeneous differential equations. Complementary, particular and


general solution with real andcomplex roots

Introduction of forcing functions, general solution of non-homogeneous differential


equations

Method of undetermined coefficients

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

Inverse Lapalce transform, solution of differential equations by Laplace transform

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


Mathematica(Computer Lab)

Text:

First course in Differential equations by Dennis G. Zill

References:

Advance Engineering mathemtics by Ervin Krezig