MATH 562 Numerical Analysis II
Approximation theory: introduction to approximation, orthogonal polynomials and least square approximation methods, numerical quadrature. Solution of ordinary differential equations: initial-value problems for ordinary differential equations, error propagation; higher-order Taylor, Runge-Kutta, multistep and extrapolation methods; control of stepsize; stiff equations; stability. Boundary-value problems for ordinary differential equations; shooting method for linear and nonlinear problems. Prerequisite: 461.