MATH 3511: Numerical Analysis 2, Spring 2012

Tuesday and Thursday, 9:30 - 10:45am, MSB 311
Instructor: Dmitriy Leykekhman

Instructor: Dmitriy Leykekhman

Office Hour: 2-3 p.m. Thursday, at MSB 332 and by appointment.

Prerequisites: Numerical Analyis 1, Linear Algebra. Some knowledge in MATLAB programming.

Textbook: "Numerical Analysis" by Richard Burden and Douglas Faires.
Available at

Course workload: Homework will be assigned roughly once a week, mostly with MATLAB programming assignments and one final take-home project.

Credits: 3 credit hours.

Grading Policy : The final grade will be determined from the homework assignments and the final project.
You may organize study groups to discuss material and assignments, but you must write your own solutions.

Scope: This the second semester of the basic Numerical Analysis course. In the course I assume that the students have knowledge of the material covered in the first semester, namely Taylor expansion, Bisection method, Newton's method, Interpolations, Numerical differentiation; Numerical integrations, Numerical method for solving ordinary differential equations. The new topics I am planning to cover are the following:
Topics covered:
Direct Methods for Solving Linear Systems.
Iterative Techniques.
Approximation Theory.
Matrix Decompositions.
Numerical Solutions of Nonlinear Systems of Equations.
Numerical Solutions to Partial Differential Equations.