Numerical Methods

Engineering & Social Sciences Program
Madrid, Spain

Dates: 8/28/22 - 12/23/22

Engineering & Social Sciences

Numerical Methods

Numerical Methods Course Overview

OVERVIEW

CEA CAPA Partner Institution: Universidad Carlos III de Madrid
Location: Madrid, Spain
Primary Subject Area: Mathematics
Instruction in: English
Course Code: 18262
Transcript Source: Partner Institution
Course Details: Level 200
Recommended Semester Credits: 3
Contact Hours: 42
Prerequisites: Linear Algebra, Differential Calculus, Integral Calculus, Programming

DESCRIPTION

1. Introduction: errors, algorithms and estimates
Sources of error, roundoff, truncation, propagation. Machine numbers, floating-point arithmetics. Taylor polynomials and error. Estimating and bounding errors. Optimal step. Interval arithmetics.

2. Polynomial interpolation: Lagrange, Hermite, piecewise, splines
Newton/Lagrange Interpolation, errors. Equispaced (or not) nodes. Runge's phenomenon. Hermite interpolation. Richardson's extrapolation. Splines. Natural cubic splines.

3. Numerical quadrature and differentiation
Numerical differentiation: back/forward, central, general, higher order. Errors. Numerical Integration: Newton-Côtes formulae. Errors. Adaptive integration.

4. Direct methods for linear systems of equations
Linear systems, stability: condition number. Triangular systems. Gaussian elimination. Pivoting. Computing determinants and matrix inverses. Conditioning. Orthogonalization methods and improved methods.

5. Nonlinear equations and nonlinear systems
Nonlinear equations: Mean-value theorem, number of roots in an interval. Bisection, Secant, Newton-Raphson. Fixed-point methods. Convergence order. Error analysis. Nonlinear systems. Accelerated, Taylor and interpolation methods.

6. Linear least squares problems
Least-squares, normal equations. Regression. Normal equations and QR method. Overdetermined systems. Applications.


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