Spring 2020: MATH-UA 0252-003: Numerical Analysis

Instructor:

Michael Shelley, Warner Weaver Hall 1102

Lectures: Tuesday and Thursday 11:00-12:15pm, class starts on January 28th

Location: Warren Weaver Hall 201

Office Hours: Thursday 9-11am or by appointment - please email.

Recitation: Friday 11:00-12:15pm, WWH 517, TA: Anthony Trubiano

If you email me -- shelley@cims.nyu.edu -- about the class, please start your subject line with [NA]

We will use Piazza for communication and organization. If you are registered for this class you will receive an invitation to join the course on Piazza at the beginning of the semester. Otherwise please email me and I will add you.

Content:

We will cover classical topics in Numerical Analysis: The solution of linear and nonlinear equations, conditioning, least squares, numerical computation of eigenvalues, interpolation, quadrature, and numerical methods for ODEs. The course will have a focus on the analysis of numerical methods, but also require you to use numerical software (Matlab, Python, or Julia). If you are not familiar with any of these tools, the recitation will give an introduction to Matlab during the first weeks. Additionally, I recommend that you work through one of the books listed below before the course starts or in the first weeks of the semester.

Grading policy:

30% Homework, 10% Quizzes, 25% Midterm, 35% Final.

Literature:

Endre Suli and David Mayers (2003): An Introduction to Numerical Analysis. Cambridge University Press, 2003. PDF available from campus

Further reading:

Ridgeway Scott (2011): Numerical Analysis, Princeton University Press.

Gander, W., Gander, M.J., & Kwok, F. (2014). Scientific Computing - An Introduction Using Maple and MATLAB. Texts in Computation Science and Engineering [Series, Vol. 11]. New York, NY: Springer-Verlag.

Moler, C: (2004) Numerical Computing with Matlab, SIAM.

Lectures:

January 28,   Lecture 1
January 30,   Lecture 2
February 4,   Lecture 3
February 6,   Lecture 4
February 11, Lecture 5
February 13, Lecture 6

Homeworks:

Homework 1, due February 20