Numerical Analysis and Differential Equations

Catalog description

Introduction to the fundamentals of numerical analysis: error analysis, approximation, interpolation, and numerical integration. In the second half of the course, we use these to build approximate solvers for ordinary and partial differential equations. Strong emphasis is placed on understanding the advantages, disadvantages, and limits of applicability for all the covered techniques. Computer programming is required to test the theoretical concepts throughout the course. Students will be expected to be comfortable writing proofs and have knowledge of programming.