x Elementary Numerical Analysis

IIT Bombay, , Prof. Rekha P. Kulkarni

Updated On 02 Feb, 19

Overview

Contents:
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

Lecture 1: Introduction

4.1 ( 11 )

Lecture Details

Elementary Numerical Analysis by Prof. Rekha P. Kulkarni,Department of Mathematics,IIT Bombay.For more details on NPTEL visit httpnptel.ac.in

2.9

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Excellent course helped me understand topic that i couldn't while attendinfg my college. 