Numerical Analysis

3 Credits · Level: Graduate, Undergraduate

This course is at the level of PhD students before the qualifying exams. The topics covered are solving equations via iterations, polynomial interpolation, splines interpolation, numerical differentiation and integration, solving initial and boundary value problems of ordinary differential equations, and solving linear systems of equations. The goal is to gain skills for constructing, analyzing, evaluating and improving numerical algorithms in the context of the topics listed above.