COURSE LAYOUT

Week 1 : Introduction and Motivation Mathematical Preliminaries (2 lectures)

Interpolation and Polynomial Approximation : forward, backward, divided
differences, shift operator; Newton-Gregory forward and backward interpolation
polynomials; examples, practice problems; Lagrange interpolation polynomial(2
lectures) Assignment-1.

Week 2 : Divided difference interpolation polynomials; Existence and Uniqueness(2

lectures) error in interpolation; Explicit formula for error bounds in the case of
equally spaced points; Examples,illustrations and practice problems(2 lectures);
Assignment-2

Week 3 : Numerical Differentiation Derivation of differentiation formulas with

order of accuracy:Using polynomial interpolation; using forward, backward, shift
operators; Using the method of undetermined coefficients; Examples, practice
problems (2 lectures) Numerical Integration Newton- Cotes quadrature methods:
Trapezoidal rule; error in trapezoidal rule; examples; Simpsons rule; error in
Simpsons rule; examples; Composite Trapezoidal rule and Composite Simpsons rule(2
lectures) Assignment-3

Week 4 : Error in these rules; related problems, examples(1 lecture); Quadrature

methods using the method of undetermined coefficients; precision of the derived
method, examples; Gaussian quadrature two,three, and five point methods; Adaptive
quadrature methods; Examples, practice problems(4 lectures)Assignment-4

Week 5 : Numerical Solution of Ordinary Differential Equations(ODE) Initial Value

Problems:Mathematical Theory of ODE; existence and uniqueness; Single-step,
explicit methods: Taylor Series Methods; Eulers method, error analysis, examples(2
lectures) Runge-Kutta Methods of order2(derivation); Runge-Kutta Method of order 4;
examples; practice problems (2 lectures) Assignment-5

Week 6 : Predictor-Corrector Methods(PC methods) Modified Eulers Method,

examples;Adam- Bashforth, Adam-Moulton PC Methods; Milnes PC methods; Examples,
practice problems(2lectures); Boundary Value Problems Finite- difference Method:
Introduction;simple examples; practiceproblems; Shooting method: Linear BVP: simple
examples, practice problems (2 lectures); Assignment-6

Week 7 : Solution of Nonlinear equations(one variable: f(x) = 0) Mathematical

preliminaries Bisection Method; examples; error analysis; convergence; Stopping
criteria(2 lectures) Newton-Raphson Method; examples, error analysis; order of the
method; Secant Method, examples; Regula- Falsi Method; examples; practice problems
(4 lectures) Assignment-7

Week 8 : Fixed Point Iteration Method; convergence; Convergence acceleration for

Fixed Point Iteration Method; error analysis; examples; Practice problems(4
lecture) Assignment-8

Week 9 : Solution of Linear Systems Mathematical preliminaries; matrix Algebra(1

lecture) Direct Methods: The LU and Cholesky Factorization; Examples; Pivoting
strategies; Gauss Elimination and Gauss-Jordan Methods; Examples; Practice
problems(3 lectures) Assignment-9

Week 10 : Norms and Analysis of Errors for Direct Methods; ill-conditioning;

condition number;Examples; Practice problems(2 lectures) Iterative Methods Gauss-
Jacobi Method; Examples; Gauss-Seidel Method;partial pivoting; Examples;
convergence analysis; Examples; practice problems(2 lectures)Assignment-10

Week 11 : Matrix Eigenvalue Problem Eigenvalues and eigenvectors(1 lecture);

GerschgorinTheorem(bounds on the eigenvalues); Brauers Theorem ; Examples;
Practice problems(3 lectures)Assignment-11

Week 12 : Jacobis Method for Symmetric matrices; examples; practice problems;

Power Method(finding the dominant eigenvalue); inverse power Method; examples;
practice problems(4 lectures)Assignment-12