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BIRLA INSTITUTE OF TECHNOLOGY AND SCIENCE, Pilani

Pilani Campus

INSTRUCTION DIVISION
FIRST SEMESTER 2023-2024
Course Handout (Part II)
Date: 09/08/2023
In addition to Part I (General Handout for all courses appended to the time table) this portion gives further
specific details regarding the course.
Course No. MATH F313
Course Title Numerical Analysis
Instructor-in-Charge BHUPENDRA KUMAR SHARMA

1. Scope & Enables one to devise algorithms for the numerical solutions of mathematical
Objective problems. Also discusses the error analysis of different algorithms.
of the
Course

2. Text Book Applied Numerical Analysis by Curtis F. Gerald & Patrick O. Wheatley,
Pearson Education (7th ed.) 2003.
3. Reference i. Numerical Analysis, Burden and Faires, 7th ed., Thomson Learning 2001.
Books ii. Numerical Methods for Engineers and Scientists, J. D. Hoffman, 2nd ed.,
CRC 2010.
iii. A Friendly Introduction to Numerical Analysis, Brian Bradie, Pearson
Education 2006.
iv. Elementary Numerical Analysis, SD Conte & Carl de Boor, 3rd ed., TMH 2006.
v. Introduction to Numerical Analysis, Devi Prasad, 3rd ed., Narosa 2006.
4.
Course Plan
Learning
Module Number Lecture Session/ Tutorial Session Reference
Outcome
1. Computation L1: Introduction of numerical analysis, Using computer to
& Errors do numerical analysis, Errors, Sources of errors, Floating
point arithmetic
To understand
L2: Arithmetic accuracy in computer, Significant digits, the potential
Relative error, Propagation of errors, Avoiding loss of 0.1-0.6 pitfalls of
significant digits numerical
computing
L3: Evaluation of polynomial

T1: Related exercise problems of L1-L3

2. Roots of L4: Non-linear equations, Bisection and Secant methods to


Non-linear find the roots of non-linear equations
Equations To find roots of
non-linear

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L5: Method of false-position equations and


understand the
L6: Newton’s method relative strengths
and weaknesses
T2: Related exercise problems of L4-L6 of each method
1.1-1.3, 1.5, 1.6 for system of
L7: Convergence of Newton’s method non-linear
equations
L8: Fixed point iteration method, Order of convergence

L9: Multiple roots

T3: Related exercise problems of L7-L9

3. System of L10: System of linear equations, Gaussian elimination


Linear and method, LU decomposition To solve a linear
Non-linear system using
Equations L11: Pivoting, Scaling, Other direct methods Gaussian
elimination and
L12: Pathology in linear systems - Singular iterative methods
matrices, Determinants and Matrix inversions
2.1-2.5, 1.7 To compute the
T4: Related exercise problems of L10-L12 inverse of a
matrix and
L13: Tri-diagonal systems, Thomas algorithm, Norms, understand the
Condition numbers and Errors in computed solution relative strengths
and weaknesses
L14: Jacobi, Gauss Seidel methods
of each
L15: Newton’s and Fixed-point methods for non-linear
computational
systems method

T5: Related exercise problems of L13-L15


4. Interpolating L16: Existence and Uniqueness of interpolating
Polynomial polynomials

L17: Lagrange polynomials What is an


&Divided differences method 3.1, 3.2, 4.4(R5) interpolating
polynomial and
L18: evenly spaced points, how to evaluate it
Newton’s forward and backward efficiently?
formulas

T6: Related exercise problems of L16-L18

L19: Osculating & Hermite interpolating polynomials

L20: Error of interpolation, Interpolation with repeated


abscissa

T7: Related exercise problems of L19-L20

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5. Numerical L21: Derivatives from difference table


Differentiation
& Integration L22: Higher order derivatives To compute
numerical
L23: Newton-Cotes integration formulas, The derivatives and
Trapezoidal rule-a composite formula integration
5.1-5.3, 5.6
using discrete
T8: Related exercise problems of L21-L23 data points and
to know how to
L24: Simpsons rule
integrate
functions
L25: Error in numerical integration
containing
singularities.
L26: Gaussian quadrature

L27: Gauss Chebyshev and other methods

T9: Related exercise problems of L24-L27

6. Initial Value L28: Taylor series method


Problems
L29: Euler and Modified Euler’s methods

L30: Runge-Kutta (RK) methods


To compute
T10: Related exercise problems of L28-L30 numerical
solutions of
L31: Multistep methods: Milne’s method 6.1-6.5 initial value
problems
L32: Adams-Moulton method, Predictor-corrector
formulas

L33: System of equations and Higher order equations

T11: Related exercise problems of L31-L33

7. Boundary Value L34-35: Boundary value problems (BVPs), Finite


Problems difference method
To solve
L36: Solution through a set of equations, 6.7
boundary value
Derivative boundary conditions problems
T12: Related exercise problems of L34-L36

8. Eigenvalues L37: Power method, Inverse power method of finding How to find
& eigenvalues and eigenvectors of matrices 6.8 dominant
Eigenvectors eigenvalues
and

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9. Irregular L38: The Rayleigh-Ritz method


BVP
L39: The Collocation method
9.1-9.2
L40: The Galerkin method 12.1-12.3(R2)

T13: Related exercise problems of L37-L40

5. Evaluation Scheme
S. No. Components Duration Marks Date of Evaluation

1. Mid Semester Exam 35%


2 20%
Quizzes (Surprised)

3 Comprehensive Exam 45%

6. Problems: Students are strongly advised to work out all the relevant problems in the text-book and do similar problems
from the reference books. It is also recommended that the students should try out the algorithms on computers by using
MATLAB to get a better understanding of the subject.

7. Chamber consultation hours: To be announced in the class.

8. MAKE-UP: Make-up for any component of evaluation will be given only in genuine cases of absence. No makeup
will be given for Quizzes/Assignments in any case.

9. Notices: All notices related to this course will be put on Nalanda Website. Normally information will also be conveyed
in the class.

Instructor-in-Charge
MATH F313

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