Numerical Analysis

2022 Course Programme

Instructors

Not offered in the academic year 2024-2025

The course deals with numerical and approximative methods of solving mathematical problems that are frequently met in Physics: Root finding and solution of nonlinear equations. Linear systems and matrices. Finite differences discretization and numerical derivatives. Numerical calculations of definite integrals. Numerical solutions of ordinary differential equations – error analysis and convergence. Introduction to numerical solution methods for partial differential equations. Computer applications of the above methods.

Recommended Textbooks

  1. Applied Numerical Analysis (C.F.Curtis, P.O.Wheatley, Addison Wesley)
  2. Numerical Methods for Mathematics, Science and Engineering (J.H.Mathews, Prentice-Hall)
  3. Numerical Recipes (W.H.Press, S.A.Teukolsky, W.T.Vetterling, B.P.Flannery, Cambridge Univ. Press)