What are Numerical Methods?

MC225 - Numerical & Computational Methods Numerical Methods is the study of approximate methods to
Lecture 1 solve problems in mathematics that may or may not come from
applications in sciences and engineering.
Analytical Methods aim to obtain exact/closed-form
Aditya Tatu solutions using Mathematical knowledge. The solution can be
written as an explicit equation in terms of known functions and
given data.
Why numerical methods?
 Problem cannot be solved analytically.
- Solve ax 5 + bx 4 + cx 3 + dx 2 +ex +f = 0
−u 2
1
Rx
- Compute FZ (x) = 2π −∞ exp 2 du
 Analytical solution may be hard to find or time-consuming.
- For A ∈ R10000×10000 , solve for x in Ax = b.
January, 18, 2022.

What are Numerical Methods Sources of errors

Numerical & Computational Methods are not just about solving  Errors due to approximation/truncation
a problem using a computing device.  Round-off errors
Note that most of the numerical methods are iterative in nature.  Errors in data
It involves:
- Detailed step-by-step procedure to solve the problem -
Algorithm,
- Convergence properties, assumptions, and rate
- Error analysis: Sources, bounds
- Computational Efficiency
The actual implementation, using serial/parallel computing and
libraries etc. falls under computational methods.
Course Details
Course Contents
 Numerical Solution to Algebraic and Transcendental Equations
 Numerical Solution to System of Linear Equations
 Interpolation
 Numerical Differentiation and Integration
 Numerical Solution to Differential Equations.
References
 Applied Numerical Analysis, Gerald and Wheatley, Pearson.
 Elementary Numerical Analysis Atkinson, John Wiley & Sons.
Grading Policy
Quiz (10), Labs & Viva (30), Scribe (10), Mid-Sem (25),
End-Sem (25)
 Labs: MATLAB or Python3