Week 1 : Introduction and Motivation Mathematical Preliminaries (2 lectures)
Interpolation and Polynomial Approximation : forward, backward, divided differences, shift operator; Newton-Gregory forward and backward interpolation polynomials; examples, practice problems; Lagrange interpolation polynomial(2 lectures) Assignment-1.
Week 2 : Divided difference interpolation polynomials; Existence and Uniqueness(2
lectures) error in interpolation; Explicit formula for error bounds in the case of equally spaced points; Examples,illustrations and practice problems(2 lectures); Assignment-2
Week 3 : Numerical Differentiation Derivation of differentiation formulas with
order of accuracy:Using polynomial interpolation; using forward, backward, shift operators; Using the method of undetermined coefficients; Examples, practice problems (2 lectures) Numerical Integration Newton- Cotes quadrature methods: Trapezoidal rule; error in trapezoidal rule; examples; Simpsons rule; error in Simpsons rule; examples; Composite Trapezoidal rule and Composite Simpsons rule(2 lectures) Assignment-3
Week 4 : Error in these rules; related problems, examples(1 lecture); Quadrature
methods using the method of undetermined coefficients; precision of the derived method, examples; Gaussian quadrature two,three, and five point methods; Adaptive quadrature methods; Examples, practice problems(4 lectures)Assignment-4
Week 5 : Numerical Solution of Ordinary Differential Equations(ODE) Initial Value
Problems:Mathematical Theory of ODE; existence and uniqueness; Single-step, explicit methods: Taylor Series Methods; Eulers method, error analysis, examples(2 lectures) Runge-Kutta Methods of order2(derivation); Runge-Kutta Method of order 4; examples; practice problems (2 lectures) Assignment-5
preliminaries Bisection Method; examples; error analysis; convergence; Stopping criteria(2 lectures) Newton-Raphson Method; examples, error analysis; order of the method; Secant Method, examples; Regula- Falsi Method; examples; practice problems (4 lectures) Assignment-7
Week 8 : Fixed Point Iteration Method; convergence; Convergence acceleration for
Fixed Point Iteration Method; error analysis; examples; Practice problems(4 lecture) Assignment-8
Week 9 : Solution of Linear Systems Mathematical preliminaries; matrix Algebra(1
lecture) Direct Methods: The LU and Cholesky Factorization; Examples; Pivoting strategies; Gauss Elimination and Gauss-Jordan Methods; Examples; Practice problems(3 lectures) Assignment-9
Week 10 : Norms and Analysis of Errors for Direct Methods; ill-conditioning;