Numerical Analysis I

(MATH 573)
Lecture 1: Polynomial Interpolation (Weierstrass appoximation theorem, Lagrange and
Newton forms of the interpolating polynomial.) Revised 9/11/2015
 Lecture 2: Polynomial Interpolation (Polynomial interpolation error, divided differences for
repeated points.) Revised 9/11/2015
 Lecture 3: Polynomial and Piecewise Polynomial Approximation(Interpolation of moments,
Runge example, piecewise polynomial approximation.)
 Lecture 4: Piecewise Polynomial Approximation (C^0 and C^1 piecewise polynomial
approximation and error estimates, construction of basis functions.)
 Lecture 5: Cubic Spline Approximation (cubic spline approximation, cubic spline basis
functions, error in cubic spline approximation.)
 Lecture 6: Trigonometric Interpolation (Interpolation by trigonometric functions, the finite
Fourier transform, and fast Fourier transform.)
 Lecture 7: Piecewise polynomial approximation in two dimensions(construction of
continuous piecewise polynomial spaces on a triangulation of a polygonal domain). Revised
10/10/2015. Revised 10/13/2015.
 Lecture 8: Approximation of Derivatives (numerical differentiation formulas, roundoff error
in numerical differentiation.)
 Lecture 9: Approximation of Integrals (basic numerical integration rules, composite
numerical integration rules.)
 Lecture 10: Approximation of Integrals -- Continued (iterative approaches to the
approximation of integrals, Richardson extrapolation and Romberg integration.)
 Lecture 11: Gaussian Quadrature (orthogonal polynomials and applications to quadrature.)
 Lecture 12: Gaussian Quadrature continued (construction of Gaussian quadrature formulas.)
 Lecture 13: Adaptive Quadrature (estimation of local error and adaptive algorithms for
numerical integration.) Revised 10/30/2015.
 Lecture 14: Singular Integrals (techniques for evaluating singular integrals.)
 Lecture 15: Numerical solution of ordinary differential equations (Euler's method and general
Taylor series methods.) Revised 11/2/2015.
 Lecture 16: Numerical solution of ODEs -- Continued (Runge-Kutta methods.) Revised
11/2/2015, Revised 11/11/2015.
 Lecture 17: Estimation of local error (estimation of local error and step-size control.)
 Lecture 18: Linear multistep methods (derivation, order, consistency, local truncation error.)
Revised 11/18/2015. Revised 11/20/2015. Revised 11/25/2015.
 Lecture 19: Convergence of multistep methods (linear difference equations, consistency as a
necessary condition for convergence.)
 Lecture 20: Stability of linear multistep methods (a necessary condition for convergence,
maximum order of a zero-stable method, example of numerical instability) Revised 11/25/2015.
 Lecture 21: Strong, weak, absolute, and relative stability (definitions and examples) Revised
12/7/2015.
 Lecture 22: Predictor-corrector methods and generalizations to first order systems
(comparison of Adams-Bashforth explicit and Adams-Moulton implicit methods, regions of
absolute stability for first order systems)
 Lecture 23: Additional types of stability and stiff differential equations (A-stability, Dahlquist
theorems, methods for stiff problems based on numerical differentiation formulas)
 Lecture 24: Discontinous Galerkin methods for odes (discussion of the basic methods)
 Material on most of the topics listed below can be found in:

1. K. Atkinson, An Introduction to Numerical Analysis,,Wiley, 1989 (second edition),

referred to as [A].

2. D. Kincaid and W. Cheney: Mathematics of Scientific Computing, AMS, 2002 (third

edition), referred to as [KC].

3. A. Quarteroni, R. Sacco, and F. Saleri, Numerical Mathematics, Springer, 2004 (second

edition), referred to as [QRS]

4. J. Stoer and R. Bulirsch: Introduction to Numerical Analysis, Springer, 2002, (third

edition) referred to as [SB].