Introduction to numerical analysis
Bachelor's degree
In Maynard (USA)
Description
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Type
Bachelor's degree
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Location
Maynard (USA)
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Start date
Different dates available
This course analyzed the basic techniques for the efficient numerical solution of problems in science and engineering. Topics spanned root finding, interpolation, approximation of functions, integration, differential equations, direct and iterative methods in linear algebra.
Facilities
Location
Start date
Start date
Reviews
Subjects
- Algebra
Course programme
Lectures: 2 sessions / week, 1.5 hours / session
Calculus (18.01), Calculus (18.02), and Differential Equations (18.03). Some exposure to linear algebra (matrices) at the level of Linear Algebra (18.06) helps, but is not required. The assignments will involve basic computer programming in the language of your choice (Matlab® recommended; this class encourages you to learn Matlab if you don't already know it).
Numerical analysis is the story of how functions, derivatives, integrals, and differential equations are handled as strings of numbers in the computer. At the heart of numerical analysis is an understanding of the speed of convergence of Taylor, Fourier, and other series expansions. Most scientists and engineers are sooner or later faced with computing tasks that require some knowledge of numerical analysis.
The class will NOT cover Linear Partial Differential Equations (18.303), and will contain much less linear algebra than the course Linear Algebra (18.06SC).
The homework problem sets will consist of both theoretical problems and numerical experiments. No late copy will be allowed. The lowest score will be dropped. Collaboration is allowed, but the codes and copies you turn in must be original and written by you.
The midterm and final exams are open-book. No calculators, phones, or computers are allowed.
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Introduction to numerical analysis