Mathematics, Statistics & Computer Science Department
COURSE NO./TITLE:
CREDITS:
MSCS-447 (355-447) NUMERICAL ANALYSIS II
3
COURSE DESCRIPTION: Theory and applications of numerical methods for
approximation, numerical integration and differentiation, differential equations, and
Fourier analysis. Prerequisites: MSCS-446, MATH-255.
TEXTBOOK: Numerical Analysis, 8th Ed., by Burden (adopted 8/06)
(Adopted 8/03: Numerical Analysis, 7th Ed., by Burden/Faires.)
(Adopted 8/94: Numerical Analysis, 5th Ed., by Burden/Faires.)
(Previously used 1st Ed. of Burden.)
COURSE OBJECTIVES: To complete the course, the student will:
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Understand the relationship between the theoretical solution of a problem and a
computed solution based on discrete approximation.
Apply theoretical and computational techniques in linear algebra and polynomial
approximation to the solution of differential equations.
Extend his/her mathematical abilities in analysis and differential equations.
Use current mathematical programming tools such as the IMSL library to solve
problems in numerical integration and differential equations.
COURSE OUTLINE:
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Fourier Approximation
Best Uniform Approximation
Numerical Integration and Differentiation
The Fast Fourier Transform
The Solution of Ordinary Differential Equations
Boundary Value Problems
Partial Differential Equations
Revised 8/06