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MAT 370 - Numerical Analysis

Spring 2024 Syllabus

Course Description: This course introduces basic techniques for the efficient numerical solution of problems in engineering, mathematics, and science. Topics covered may include: root finding methods, interpolation, numerical differentiation and integration, numerical solutions of differential equations, and matrix theory concepts such as QR factorization and singular value decompositions. Students will utilize industry-standard software for simulations.



Course Timeline and Notebooks

Below is a tentative timeline for our course. It includes preparatory work that should be done prior to each class meeting, a detailed set of notes corresponding to each class meeting, and assignments following each class meeting.

Class Meeting Before Class During Class After Class
1 Review Syllabus
Setup Google Colab
Introduction and What to Expect
Intro to Python and Jupyter Notebooks
0.1 + 0.2 != 0.3
 
2   Binary and Floating Point Numbers HW 1
3   Crash course in numerical Python  
4   Colab, Python, and LaTeX Workshop  
5 A Reminder on Linear Systems Gaussian Elimination HW 2
6   LU Decomposition  
7   Symmetric and Banded Coefficient Matrices HW 3
8   Pivoting  
9 A Reminder on Interpolation and Curve Fitting Polynomial Interpolation HW 4
10   Cubic Splines  
11   Least Squares  
12   Catch-Up Day  
13   Unit Problem Set I, Day 1  
14   Unit Problem Set II, Day 2  
15 A Reminder on Root-Finding Root Finding: Incremental Search and the Bisection Method HW 5
16   Root Finding: Linear Interpolation Methods  
17   Root Finding: Simultaneous Systems  
18   Catch-Up Day  
19 A Reminder on Differentiation and Function Approximation Differentiation: Finite Difference Approximation HW 6
20   Differentiation: Improving Estimates via Richardson Extrapolation and Derivatives via Interpolation for non-Equispaced or Noisy Observations  
21 A Reminder on Numerical Integration Techniques Integration: Newton-Cotes Formulae HW 7
22   Integration: Romberg Integration  
23 A Reminder on Initial Value Problems IVPs: Euler’s Method HW 8
24   IVPs: Runge-Kutta Methods  
25   Unit Problem Set II, Day 1  
26   Unit Problem Set II, Day 2  
27/28   Reflections  






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