MATH 5250 - Numerical Analysis and Differential Equations

Fall. 4 credits. Student option grading.

Prerequisite: MATH 2210, MATH 2230-MATH 2240, or MATH 2940 or equivalent, and one additional mathematics course numbered 3000 or above. Enrollment limited to: graduate students. Students will be expected to be comfortable writing proofs and have knowledge of programming. Computer programming is required to test the theoretical concepts throughout the course. Co-meets with MATH 4250/CS 4210.

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.