MATH 8375 Advanced Numerical Analysis
This course introduces numerical techniques used in mathematics, computer science, physical sciences, and engineering. The course covers basic theory on classical fundamental topics in numerical analysis such as computer arithmetic, conditioning, and stability, direct methods for solving systems of linear equations including LU, Cholesky, QR, and SVD factorization, matrix eigenvalue problems, solutions to nonlinear equations, interpolation of polynomials, numerical differentiation and integration, numerical solutions of ordinary differential equations, Monte Carlo methods and error analysis of the above-mentioned topics. Connections are made to contemporary research in mathematics and its applications. Familiarity with computer programming is required.
Prerequisite
Consent of Instructor.
Offered
As scheduled