MATH 5250 - Numerical Analysis and Differential Equations

Fall. 4 credits. Student option grading.

Prerequisite: MATH 2210 or MATH 2940 or equivalent, one additional mathematics course numbered 3000 or above, and knowledge of programming. Students will be expected to be comfortable with proofs. Enrollment limited to: graduate students. Co-meets with MATH 4250.

Staff.

Introduction to the fundamentals of numerical analysis: error analysis, approximation, interpolation, numerical integration. In the second half of the course, the above are used to build approximate solvers for ordinary and partial differential equations. Strong emphasis is placed on understanding the advantages, disadvantages, and limits of applicability for all the covered techniques. Computer programming is required to test the theoretical concepts throughout the course.