PH408: Numerical Methods and Computational Physics (2-0-3-7)

Errors: its sources, propagation and analysis;Roots of functions: bisection, Newton-Raphson, secant
method, fixed-point iteration, applications;Linear equations: Gauss and Gauss-Jordan elimination,
Gauss-Seidel, LU decomposition; Eigenvalue Problem: power methods and its applications;Least
square fitting of functions and its applications;Interpolation: Newton’s and Chebyshev polynomials;
Numerical differentiation: forward, backward and centred difference formulae;Numerical integration:
Trapezoidal and Simpson's rule, Gauss-Legendre integration, applications; Solutions of ODE: initial
value problems, Euler's method, second and fourth order Runge-Kutta methods; Boundary value
problems: finite difference method, applications.

Texts:

1. K. E. Atkinson, Numerical Analysis, John Wiley (Asia) (2004).

2. S. C. Chapra and R. P. Canale, Numerical Methods for Engineers, Tata McGraw Hill (2002).