Numerical Methods I

   Fall Semester 2002             Eric Olson
   TR 4:00-5:15pm
   635 Ansari Business Bldg       ejolson at unr.edu

The development of computers in the late 1940's and their great advances in power over the last fifty years has lead to a revolution in the field of numerical analysis. This course is part one of a two semester sequence of courses in numerical methods. The goal of this course sequence is to provide the student with the numerical tools and methodology necessary to treat their own problems.

Numerical Methods I will cover error analysis, solutions of linear systems, solutions of nonlinear equations, spline functions and polynomial interpolation, numerical integration and differentiation, and the numerical solution of ordinary differential equations.

Numerical Methods II will cover the numerical solution of elliptic, parabolic and hyperbolic partial differential equations. Techniques covered will include finite and upwind difference methods, explicit and implicit methods, the fast Fourier transform and the fast multipole method.

Texts:

1. Donald Greenspan and Vincenzo Casulli, Numerical Analysis for Applied Mathematics, Science, and Engineering, 1988, Addison-Wesley Publishing Company.

2. Hosking, Joe, Joyce and Turner, First Steps in Numerical Analysis, 2nd Edition, 1996, Arnold.

Course Web Page: http://unr.edu/homepage/ejolson/483/

Prerequisites: Math 330 Linear Algebra and a knowledge of computer programming in FORTRAN, C or Pascal.

This course will be similar to the course I taught Spring Semester 2001.