Advanced Numerical Analysis

• Category: Science
• ISBN: N/A
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• Posted on: 14/09/2021 20:20

SYLLABUS- ADVANCED NUMERICAL ANALYSIS,

Errors in Computation- Floating Point Representation of Numbers, Significant Digits, Rounding and Chopping a Number and Error due to these, Absolute and Relative Errors, Computation of Errors using Differentials, Errors in Evaluation of Some Standard Functions, Truncation Error.

Linear Equations-Gauss Elimination Method, LU Decomposition Method, Gauss-Jordan Method, Tridiagonal System, Inversion of Matrix, Gauss-Jacobi Method, Gauss-Seidal iterative methods and their convergence Method.

Non-linear Equations-Iterative method, Secant method, Rate of convergence of Regula- Falsi method, Newton-Raphson method, Convergence of Newton-Raphson method for simple and multiple roots, Birge-Vieta method, Bairstow’s method and Graffe’s root squaring method for polynomial equations.

Numerical differentiation- Differentiation methods based on Newton’s forward and backward formulae, Differentiation by central difference formula.

Numerical integration: Methodology of numerical integration, Rectangular rule, Trapezoidal rule, Simpson’s 1/3rd and 3/8th rules, Romberg Integration, Gauss-Legendre quadrature formula.

Algebraic Eigen Values and Eigen Vectors: Power method, jacobi’s method, Given’s method, Householder’s method Approximation: Least square polynomial approximation, polynomial approximation using orthogonal polynomials, Approximation with algebraic and trigonometric functions.

Ordinary Differential Equations- Initial and boundary value problems, Solutions of Initial Value Problems, Single and multistep methods, Picard’s method, Taylor series method, Euler’s and Modified Euler’s methods, Runge-Kutta second order and fourth.