Numerical methods for initial-value problems and multi-step methods. Systems of ordinary differential equations. Two-point boundary value problems, finite difference and shooting methods. Vector and matrix norms, spectral radius, series of matrices and convergence. Iterative methods for large-scale linear systems of equations, Jacobi, Gauss-Seidel and SOR methods, convergence and error bounds. Nonlinear systems of equations and Newton's Method. Introduction to Partial Differential Equations and second-order finite <br/>difference methods. Approximation Theory - weighted least squares approximation, orthogonal polynomials. -- Course Website
Prerequisites: 311828 (v.1)<br/> Scientific Computing 201<br/> <br/> or any previous version<br/> <br/> <br/><br/> <br/> OR<br/><br/> <br/> 4515 (v.5)<br/> Scientific Computing 201<br/> <br/> or any previous version
