Proceedings of the 26th Academic Council held on 18.5.

2012

Course Code: Title: Advanced Numerical Methods LTPC

MAT511 3104
Version No. 1.0
Course Basic concepts of differentiation and integration
Prerequisites
Objectives This course attempts to cover certain basic, important computer oriented
numerical methods for analyzing problems that arise in engineering and
physical sciences. The students are expected to use MATLAB as the
primary computer language to obtain solutions to a few assigned problems.

Expected By the end of the course, students should be able to appreciate the power
Outcome of numerical methods and use them to analyze the problems connected
with data analysis, and solution of ordinary and partial differential
equations that arise in their respective engineering courses.

Unit Nos. Unit Title Number of

hours (per
Unit)
Introduction / MATLAB fundamentals, MATLAB graphics, simple 2 hours
Review matlab demonstration programs. ( No question should
be set from review portions)
Unit 1 Algebra and Transcendental System of Equations 8 hours

General iterative method- secant method- Newton – Raphson method - non-linear equations-
solution of system of equations- generalized Newton’s method(roots of equation-solution of
system of equations), - rate of convergence- Gauss –Seidel method for system of linear
equations – Thomas algorithm.
Unit 2 Numerical Differentiation and Integration 9 hours
Interpolation- finite differences- Newton’s formulae for interpolation- Langrage interpolation,
interpolation with cubic splines, - numerical integration: Trapezoidal rule, Simpsons 1/3 rd
and 3/8 th rules. –Romberg’s method.
Unit 3 Ordinary Differential Equations 8 hours
(Review: Taylor series method-Euler and modified Euler’s methods) - fourth order R.K
method – systems of equations and higher order equations.-multi step methods: Adams-
Bashforth method- boundary value problems- the shooting method - finite difference method.

Unit 4 Partial Differential Equations 10 hours

(Review: Basic concepts – Examples of PDE: )
Elliptic equation-Laplace equation- Liebmann’s method –Jacobi’s method- Gauss-
Seidal method- parabolic equations - hyperbolic equations –-explicit methods – Crank
– Nicholson implicit method.
Unit 5 Calculus of Variation 8 hours
Functionals- - Euler- Lagrange equation- extremals- isoperimetric problems - The Rayleigh
– Ritz method- Galerkin’s method.

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 Proceedings of the 26th Academic Council held on 18.5.2012

Text Books 1. M. K. Jain, S. R. K. Iyengar and R. K. Jain, Numerical methods for scientific
and Engineering, New Age International Ltd., 4th Edition (2003).
2. C. F. Gerald and P.V. Wheatley. Applied Numerical analysis, Addition-
wesley, 7th Edition(2004).
Reference 1. S.S.Sastry, Introductory Methods of Numerical Analysis, PHI Pvt Ltd
Books ,New Delhi(2003)
2. W.Y. Yang, W. Cao, T.S. Chung and J. Morris, Applied Numerical
Methods Using MATLAB Wiley India Edt(2007)
3. Steren C. Chapra and Ra P. Canale, Numerical methods for Engineers with
programming and software applications, 3rd Edition, Tata McGraw
Hill(2001)
4. Parviz Moin, Fundamentals of Engineering numerical analysis,
Cambridge university, .

Mode of Continuous Assessment Tests, Assignments, Tutorial sheets, Class Tests,

Evaluation Quizzes.
Recommended by the Board of Studies on

Date of approval by the

Academic Council

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