Courant Institute New York University FAS CAS GSAS

V63.0252: Numerical Analysis

Term: Spring 2011
Meeting times: TTh 12:30-1:45 PM
Instructor: Jeremy Brandman
Office: 519 WWH
Office hours: TBA
Phone: 212-998-3136
Email: brandman@cims.nyu.edu

Prerequisites

Students who wish to enroll in Numerical Analysis must meet the following prerequisites:

  • V63.0123 Calculus III, V63.0140 Linear Algebra with a grade of C or better.

Goals and Topics

This course introduces computational methods for solving problems which arise in the sciences, engineering, and nance. Topics covered may include: solution of nonlinear equations, solution of systems of linear equations, machine arithmetic, numerical interpolation and integration, optimization, and the solution of ordinary differential equations.

Course Details

Textbook and Materials

An Introduction to Numerical Analysis by Endre Suli and David Mayers

Homework

Homework will be assigned regularly and will consist of a mixture of computational and theoretical exercises.

Exams

There will be a midterm with the date to be determined.
The final exam is scheduled for 5/12 from 12:00 to 1:50.

Grading policy

Grades will be computed by a weighted average:

Calendar

Week Topic
1 - 3
Nonlinear equations
4 - 6
Linear systems of equations
7
Machine arithmetic
8 - 11
Ordinary differential equations
12 - 14
Numerical interpolation and integration