Instructor: Jeffrey Connors
Office: MSB M324
Office hours: TT 3:15-4:45 PM in MSB M324, or by appointment.
Class time and room: TT 2:00 - 3:15 PM in MSB 211
Text: Introduction to Numerical Analysis
by J. Stoer and R. Bulirsch.
FULL SYLLABUS HERE
This course essentially covers Chapters 5-7 in the text with possibly some additional topics at the end of the course (see topics), if time/weather permit.
Iterative methods to find roots or minimum points
Computing eigenvectors and eigenvalues (and singular values)
Numerical methods for ODEs
Numerical methods for boundary value problems
Finite volume methods (time permitting)
Numerical methods related to stochastic equations (time permitting)
The grade is 70% of the homework score (best 2 of 3 assignments), then 10% of the midterm exam and 20% of the final exam scores.