Numerical Analysis (Core Course) : Derivation of
Numerical Analysis (Core Course) : Derivation of
Numerical Analysis (Core Course) : Derivation of
CLO’s Statement
To comprehend different numerical techniques such as: error
propagation, interpolation, differentiation, integration, eigenvalues
CLO-1
and solution of algebraic and differential equations
Course Outline
1. Error Analysis and Interpolation
a. Error analysis, Types of error, Sources of error, Norms of vectors and matrices,
Computer arithmetic, Condition number of a matrix, Significant digits and loss of
significant digits, Floating point arithmetic, Binary and decimal representation,
Single and double precision
b. Interpolation: Newton forward and backward difference formula for interpolation,
Central difference interpolation formulae, Lagrange’s interpolation, Error in
interpolation, Linear least square approximation, Interpolation versus least square
approximation, Relevant engineering case studies
2. Numerical Differentiation and Integration
a. Derivation of numerical differentiation of first order and second order derivatives
using two points, three points, and five points formulas along with its application
in engineering, Relevant case studies
b. Numerical integration: Trapezoidal rule, Simpson’s rules, Composite Trapezoidal
Simpson Rules and Romberg integration, Applications of numerical in
engineering, Relevant case studies
3. Methods of solution a system of Linear Equations
a. Solution of system of linear algebraic equations, Gauss elimination method
b. LU factorization, Tridiagonal solver
c. Applications of these methods in engineering disciplines, Relevant case studies
4. Iterative Methods for Linear and Nonlinear Equations
d. Numerical Solution of nonlinear equations: Bisection method, Newton’s
method, Secant method, Convergence analysis of these methods
e. Newton’s method for system of nonlinear equations
f. Solution of system of linear equations by Jacobi, Gauss Seidel and SOR
methods, Applications of these methods in engineering disciplines, Relevant
case studies
5. Numerical Methods for IVPs and BVPs
a. Euler’s method and its variations, Taylor’s higher order methods, Error analysis,
Consistency, stability and convergence
b. Runge-Kutta methods of order 2, 3, and 4, Stiff ODEs, Consistency, stability and
convergence
c. Linear multistep methods, Numerical solution of system of ODEs
d. Numerical solution of BVPs by Finite Difference Method
e. Applications in engineering: Some relevant case studies
6. Numerical Methods for Computing Eigenvalues
a. Eigenvalues and Eigenvectors of matrix: power method,
b. Inverse power method, Shifted inverse power method.
c. Applications of eigenvalues in engineering disciplines.
7. Numerical Optimization
a. Unconstrained Optimization,
b. Golden search ratio, Lagrange Multipliers,
c. Method of steepest descent
d. Applications of optimization in engineering disciplines
Teaching Methodology
Lecturing, Written Assignments/ Quizzes, Case Studies, Semester Project,
Assessment
Mid Term, Report writing/Presentation, Assignments, Project Report, Quizzes, Final
Term
Text book:
[1]. Numerical Analysis: By Richard L. Burden, J. Douglas Faires, Latest Edition
Reference Book:
[1]. Numerical methods for scientist and engineers by R.W. Hamming (Latest Edition)
[2]. Numerical methods for Engineers by Steven C. Chapra and R. P. Canale (Latest Edition)