Lecture Details :
Elementary Numerical Analysis by Prof. Rekha P. Kulkarni , Department of Mathematics, IIT Bombay. For more details on NPTEL visit http://nptel.iitm.ac.in
Course Description :
Polynomial and piecewisepolynomial Interpolation : Divided Difference, Lagrange and Newton Form,Osculatory Interpolation.
Numerical Integration : Some Basic Rules, Gaussian Integration, Composite Rules,Adaptive Quadrature, Romberg integration.
Numerical Differentiation - Vector and Matrix Norms.
Solution of System of Linear Equations : Gauss Elimination Method, Partial Pivoting,Jacobi and GaussSeidel Methods,QR factorization using reflectors.
Eigenvalue Problem : Basic properties,Eigenvalue location,Power Method and its variants.
Initial Value Problems : Single step methods such as Euler's Method, RungeKutta Methods, Taylor series method,Multistep methods such as AdamsBashforth method,Milne's method,PredictorCorrector Formula : AdamMoulton method.
Boundary value proble : Finite Difference method.
Solution of nonlinear system of equations
Other Resources :
Other Mathematics Courses
- MMF1928H / STA 2503F - Pricing Theory I / Applied Probability for Mathematical Finance by University of Toronto
- Computational Science and Engineering I by MIT
- Differential equations I by Other
- California Standards Test: Geometry by Khan Academy
- differential equations III by Other
- ACT 460 / STA 2502 - Stochastic Methods for Actuarial Science by University of Toronto
- Applied Multivariate Analysis by IIT Kanpur
- AMC Function by Other
- Analytic Geometry and Calculus I,Fall 2011 by UC Berkeley
- Introduction to Probability and Statistics,Fall 2011 by UC Berkeley
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