MSCS-447 Numerical Analysis II

Mathematics, Statistics & Computer Science Department

COURSE NO./TITLE: MSCS-447 (355-447) NUMERICAL ANALYSIS II

CREDITS: 3

COURSE DESCRIPTION: Theory and applications of numerical methods for approximation, numerical integration and differentiation, differential equations, and
Fourier analysis.

Prerequisites: MSCS-446, MATH-255.

TEXTBOOK:

  • Numerical Analysis, 8th Ed., by Burden (adopted 8/06)
  • (Adopted 8/03: Numerical Analysis, 7th Ed., by Burden/Faires.)
  • (Adopted 8/94: Numerical Analysis, 5th Ed., by Burden/Faires.)
    (Previously used 1st Ed. of Burden.)

COURSE OBJECTIVES: To complete the course, the student will:

  1. Understand the relationship between the theoretical solution of a problem and a computed solution based on discrete approximation.
  2. Apply theoretical and computational techniques in linear algebra and polynomial approximation to the solution of differential equations.
  3. Extend his/her mathematical abilities in analysis and differential equations.
  4. Use current mathematical programming tools such as the IMSL library to solve problems in numerical integration and differential equations.

COURSE OUTLINE:

  1. Fourier Approximation
  2. Best Uniform Approximation
  3. Numerical Integration and Differentiation
  4. The Fast Fourier Transform
  5. The Solution of Ordinary Differential Equations
  6. Boundary Value Problems
  7. Partial Differential Equations

Revised 8/06