Upon the completion of the course, the students are expected to
1) have learned the main techniques of numerical analysis,
2) have obtained experience in solving typical problems in physics with numerical methods,
3) have practiced the implementation of algorithms of numerical analysis with programming languages.
Course Content (Syllabus)
The course deals with numerical and approximative methods of solving mathematical problems that are frequently met in Physics: Root finding and solution of nonlinear equations. Linear systems and matrices. Finite differences discretization and numerical derivatives. Numerical calculations of definite integrals. Numerical solutions of ordinary differential equations - error analysis and convergence. Introduction to numerical solution methods for partial differential equations. Computer applications of the above methods.
Additional bibliography for study
Applied Numerical Analysis (C.F.Curtis, P.O.Wheatley, Addison Wesley)
Numerical Methods for Mathematics, Science and Engineering (J.H.Mathews, Prentice-Hall)
Numerical Recipes (W.H.Press, S.A.Teukolsky, W.T.Vetterling, B.P.Flannery, Cambridge Univ. Press)