MATH 462 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.

Credits

3

Prerequisite

MATH 461 or MATH 561