University of Houston
Department of Mathematics
MATH 4364 Numerical Analysis
Prerequisites: MATH 2431 (Linear Algebra), MATH 3331 (Differential Equations), COSC 1301 or 2101 or equivalent experience with one programming language (computer assignments).
Textbook: Numerical Analysis (8th edition), by R.L. Burden and J.D. Faires, Brooks-Cole Publishers
Brief Description of MATH 4364 : This course introduces students to classical numerical methods for approximating the solutions of common mathematical problems. It allows students to deal with numerical methods both at a theoretical level and for programming purposes. This is an introductory course and will be a mix of mathematics and computing. The mathematical content of the course for this semester covers interpolation, numerical integration, direct and iterative methods for solving linear systems of algebraic equations and numerical methods for solving nonlinear algebraic equations. N.B. This is the first semester of a two semester course. The emphasis the second semester (MATH 4365) will be in particular on numerical methods for ordinary differential equations and partial differential equations.
Course structure: This a ex-cathedra course, that is a mix of mathematics of computing. Student evaluation will be based on in-class exams and one final exam, homework extracted from the text and computer projects.
Tentative Syllabus of the Fall semester (MATH 4364)
| Chapter 2 : | Resolution of nonlinear equations in one variable |
| Chapter 3 : | Interpolation |
| Chapter 4 : | Numerical differentiation and numerical integration |
| Chapter 6 : | Resolution of linear systems (direct methods) |
| Chapter 7 : | Resolution of linear systems (indirect methods) |
| Chapter 10 : | Resolution of nonlinear systems (as time permits) |
Tentative Syllabus of the Spring semester (MATH 4365)
| Chapter 5 : | Numerical solution of ODEs |
| Chapter 8 : | Selected topics of numerical approximation |
| Chapter 9 : | Numerical methods for computation of eigenvalues |
| Chapter 11 : | Boundary-value problem for ODEs |
| Chapter 12 : | Finite differences methods for PDE's, Introduction to finite elements for elliptic problems |