Brief Description

This is the second semester of a two semester course. The focus in this semester is on approximation theory and numerical analysis of both ordinary and partial differential equations. The applications of approximation theory to interpolation, Fourier analysis, numerical differentiation and Gaussian integration will be addressed. The concepts of consistency, convergence, stability for the numerical solution of ODEs will be discussed. Other topics covered include multistep and Runge-Kutta methods; finite difference and finite elements techniques for the Poisson equation; and a variety of algorithms to solve large, sparse algebraic systems.