Numerical Analysis.

Catalog description

A. Computer arithmetic. Analysis of errors and stability of well-posed problems. LaGrange, Hermite and spline interpolation. Newton-Cotes, Romberg, and Gaussian quadrature. Consistency, convergence, and stability of numerical integration methods for ordinary initial value problems. Finite difference and shooting methods for two-point boundary value problems. It is strongly recommended that students have completed a real analysis course and have experience with a programming language.