Jeffery J. Leader's MA 433 Page

Numerical Analysis

Send me email at leader@rose-hulman.edu.


MA 433 Numerical Analysis will cover the major numerical methods used in scientific computation. These are the fundamental algorithms used by software for computational fluid dynamics, heat transfer, electromagnetics, and other areas of computational sciencde and engineering. We'll discuss how they arise, why numerical rather than symbolic methods are necessary, floating point computations and the effects of round-off error, choosing the right method for the problem, and other aspects of scientific computing.

The principal topics covered will be numerical root-finding, large matrix computations, interpolation, numerical integration, and the numerical solution of differential equations. We'll derive the methods, show they work, find out how fast they are, and talk about the tips and tricks needed to get good performance out of the software. Some aspects of parallel processing, vectorization, and memory management will also be addressed.

The MATLAB computing environment will be used (prior knowledge of MATLAB is not necessary). Practical approaches for commonly encountered computational problems and the importance of analyzing and understanding the methods will be stressed.

This course will be useful for those who expect to perform intensive scientific computations, such as finite difference or finite element analysis. It also counts toward the four courses needed to complete the Computational Science minor.


Maintainer: leader@rose-hulman.edu.