MAT 505E - Numerical Analysis I

Course Objectives

I. To introduce advanced methods, derivations and mathematical analysis in numerical analysis,
II. II. To teach graduate-level theorems and proofs in numerical analysis.

Course Description

Error analysis. Numerical solutions of nonlinear equations in one variable. Numerical solutions for systems of nonlinear equations. One-dimensional and multi-dimensional interpolation theory. Approximating functions. Numerical differentiation. Numerical integration; numerical evaluation of singular integrals, multidimensional numerical integration.