Math 8441-2: Numerical Analysis and Scientific Computing

Fall 2016 — Spring 2017

Mo, We, Fr 11:15 - 12:05 in Vincent Hall 206

Lecturer: Matthias Maier
Office hours: We 1:30 - 2:30, Fr 1:30 - 3:30 in Vincent Hall 331

Math 8441-2, Numerical Analysis and Scientific Computing, is a two semester course about the basic mathematical principles for devising and analysis of numerical methods. In particular we will cover approximation theory of functions, numerical integration, systems of nonliner equations and optimization, and numerical methods for ordinary differential equations and elliptic partial differential equations (finite element and finite difference methods). Emphasis will be given as well to scientific computing aspects.

Moodle course for Math 8442

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Math 8441

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Syllabus (version of Jan 18)

Dr. Arnold's lecture notes (old course page)

Overview

Topics for 8441, Fall 2016 (tentative):

• Error and error propagation
• Lagrange interpolation and approximation
• Numerical integration
• Systems of nonlinear equations and optimization
• Introduction to ODEs

Topics for 8442, Spring 2017 (tentative):

• Numerical solution of ordinary differential equations
• Numerical solution of partial differential equations
• Iterative methods of numerical linear algebra
• (Numerical solution of eigenvalue problems)

Student Conduct Code

General Policy Statements for Syllabi