csc212

Numerical Method

Exam Preparation: 30 hours
Deep Understanding: 70 hours
Subject Code CSC 212
Credit Hours 3 Hours
Nature Theory + Lab
Full Marks 60 + 20 + 20
Pass Marks 24 + 8 + 8
Description

This course contains concepts of numerical method techniques for solving linear and nonlinear equations, interpolation and regression, differentiation and integration, and partial differential equations.

Objective

Provide knowledge of numerical method techniques for mathematical modeling

Course Contents

Solution of Nonlinear Equations

8 Hours

Errors in Numerical Calculations, Sources of Errors, Propagation of Errors, Review of Taylor's Theorem, Solving Non-linear Equations by Trial and Error method, Half-Interval method and Convergence, Newton's method and Convergence, Secant method and Convergence, Fixed point iteration and its convergence, Newton's method for calculating multiple roots, Horner's method

Interpolation and Regression

8 Hours

Interpolation vs Extrapolation, Lagrange's Interpolation, Newton's Interpolation using divided differences, forward differences and backward differences, Cubic spline interpolation, Introduction to Regression, Regression vs Interpolation, Least squares method, Linear Regression, Non-linear Regression by fitting Exponential and Polynomial

Numerical Differentiation and Integration

8 Hours

Differentiating Continuous Functions (Two-Point and Three-Point Formula), Differentiating Tabulated Functions using Newton’s Differences, Maxima and minima of Tabulated Functions, Newton-Cote's Quadrature Formulas, Trapezoidal rule, Multi-Segment Trapezoidal rule, Simpson's 1/3 rule, Multi-Segment Simpson's 1/3 rule, Simpson's 3/8 rule, Multi-Segment Simpson's 3/8 rule, Gaussian integration algorithm, Romberg integration

Solving System of Linear Equations

8 Hours

Review of the existence of solutions and properties of matrices, Gaussian elimination method, pivoting, Gauss-Jordan method, Inverse of matrix using Gauss-Jordan method, Matrix factorization and solving system of linear equations using Dolittle and Cholesky's algorithm, Iterative Solutions of System of Linear Equations: Jacobi Iteration Method, Gauss-Seidel Method, Eigenvalues and eigenvectors problems, solving eigenvalue problems using power method

Solution of Ordinary Differential Equations

8 Hours

Review of differential equations, Initial value problem, Taylor series method, Picard's method, Euler's method and its accuracy, Heun's method, Runge-Kutta methods, Solving system of ordinary differential equations, solution of higher order equations, Boundary value problems, Shooting method and its algorithm

Solution of Partial Differential Equations

5 Hours

Review of partial differential equations, Classification of partial differential equations, Deriving difference equations, Laplacian equation and Poisson's equation, engineering examples

Laboratory Works

Program development and testing of non-linear equations,System of linear equations,Interpolation,Numerical integration and differentiation,Linear algebraic equations,Ordinary and partial differential equations,Numerical solutions using C or MATLAB

Books

Textbooks

W. Cheney and D. Kincaid, 'Numerical Mathematics and Computing', 7th Edition, Brooks/Cole Publishing Co, 2012
C.F. Gerald and P.O. Wheatley, 'Applied Numerical Analysis', 9th Edition, Addison Wesley Publishing Company, 2011

Reference Books

E. Balagurusamy, 'Numerical Methods', Tata McGraw-Hill Publishing Company Ltd., New Delhi, 1999
W.H. Press, B.P. Flannery et al., 'Numerical Recipes: Art of Scientific Computing', 3rd Edition, Cambridge Press, 2007
J.M. Mathews and K. Fink, 'Numerical Methods using MATLAB', 4th Edition, Prentice Hall, 2004