Numerical Analysis I Math 488/688

Numerical solution of nonlinear equations, interpolation, numerical integration and differentiation, numerical solution of initial value problems for ordinary differential equations. The main course objective is to understand and master the basic principles of the numerical analysis --- error analysis, quality of approximation, complexity of an algorithm --- by studying model examples from nonlinear equations, numerical linear algebra, interpolation and approximation, and the initial value problem for ODE.

Fall 2021:
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I plan (tentatively) to include the following topics:
Lecture notes:

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