MATH 8375 Numerical Analysis
This course introduces numerical techniques and methods used in mathematics, computer science, physical sciences, and engineering. The course covers fundamentals in numerical analysis, such as: computer arithmetic, conditioning and stability, direct and iterative linear methods for solving systems of equations, matrix eigenvalue problems, discrete and fast Fourier transforms, interpolation of polynomials, numerical differentiation and integration, numerical solutions of ordinary and partial differential equations, and error analysis of the above-mentioned topics. Course techniques are applied to ordinary and partial differential equations modelling real-world phenomena, such as epidemic models, fluid flow, and heat transfer. Familiarity with computer programming is required.
Prerequisite
Consent of Instructor.