Numerical Analysis
4.0
creditsAverage Course Rating
This course will introduce the mathematical foundations of numerical analysis and illustrate its importance for various problems in sciences. Topics will include but may not be limited to: floating-point representation of numbers and computer arithmetic; root-finding algorithms and rate of convergence; the bisection method; fixed-point iterations; Newton's method and the secant method; error analysis of iterative methods; polynomial interpolation; numerical differentiation; numerical integration; initial value problems (IVPs) for ordinary differential equations (ODEs); Euler's method; higher-order Taylor methods; local truncation errors; Runge-Kutta methods; stability analysis; systems of differential equations; basics of gradient descent; Newton's method in N dimensions; boundary value problems (BVPs) for ordinary differential equations (ODEs); linear and nonlinear shooting; finite-difference methods for linear and nonlinear problems; time permitting, an introduction to finite differences solutions to partial differential equations (PDEs).