Textbook: David Kincaid and Ward Cheney, Numerical Analysis: Mathematics of Scientific Computing, Third Edition, 2002, Brooks/Cole.

      http://www.ma.utexas.edu/CNA/NA3/index.html

Course Objective: This course introduces students with diverse backgrounds to the various types of mathematical analysis that are commonly needed in scientific computing. The subject of numerical analysis is treated from a mathematical point of view, offering a complete analysis of methods for scientific computing with appropriate motivations and careful proofs.

General Information: This course will cover the following topics

• Interpolation and approximation (Chapter 6)

• Differentiation and integration (Chapter 7)

• Numerical ordinary differential equations (chapter 8)

• Numerical partial differential equations (chapter 9)

Assignments: approximately every two weeks, will consist of theoretical problems or computer projects.

Course Transparency Set: (in PDF)

• syllabus and introduction

• approximating functions

• differentiation and integration

• numerical odes

• numerical pdes