Code & No: Math 254
Credits: 3 (3,0,1)
Numerical Methods Pre-requisite: MATH 205
Co-requisite: None
Level: 8
Course Description:
This course will emphasize the development of numerical algorithms to provide solutions to
common problems formulated in science and engineering. The primary objective of the course is
to develop the basic understanding of the construction of numerical algorithms, and perhaps more
importantly, the applicability and limits of their appropriate use.
Course Aims:
The emphasis of the course will be the thorough study of numerical algorithms to understand:
1. The guaranteed accuracy that various methods provide.
2. The efficiency and scalability for large scale systems.
3. Issues of stability.
Topics include the standard algorithms for numerical computation: root finding for nonlinear equations,
interpolation and approximation of functions by simpler computational building blocks (for example -
polynomials and splines), numerical differentiation and divided differences, numerical quadrature and
integration, Linear Systems: Solution by Iteration, Gauss–Seidel Iteration, Convergence and Matrix
Norms, Test of Convergence of the Gauss–Seidel Iteration, Jacobi Iteration, Linear Systems: Ill-
Conditioning, Norms, Matrix Eigenvalue Problems, Bounds for Eigenvalues from Collatz’s Theorem,
numerical solutions of ordinary differential equations and boundary value problems, numerical
optimization and regularization algorithms.
Student Outcomes (SOs):
☒(a) An ability to apply knowledge of computing and mathematics appropriate to the program’s
student outcomes and to the discipline
☒(b) An ability to analyze a problem, and identify and define the computing requirements appropriate
to its solution
☒(c) An ability to design, implement, and evaluate a computer-based system, process, component, or
program to meet desired needs
☐(d) An ability to function effectively on teams to accomplish a common goal
☐(e) An understanding of professional, ethical, legal, security and social issues and responsibilities
☐(f) An ability to communicate effectively with a range of audiences
☐(g) An ability to analyze the local and global impact of computing on individuals, organizations, and
society
☐(h) Recognition of the need for and an ability to engage in continuing professional development
☒(i) An ability to use current techniques, skills, and tools necessary for computing practice.
☐(j) An ability to apply mathematical foundations, algorithmic principles, and computer science theory
in the modeling and design of computer-based systems in a way that demonstrates comprehension of
the tradeoffs involved in design choices. [CS]
☐(k) An ability to apply design and development principles in the construction of software systems of
varying complexity. [CS]
☐(j) An ability to use and apply current technical concepts and practices in the core information
technologies of human computer interaction, information management, programming, networking,
and web systems and technologies. [IT]
☐(k) An ability to identify and analyze user needs and take them into account in the selection, creation,
evaluation, and administration of computer-based systems. [IT]
☐(l) An ability to effectively integrate IT-based solutions into the user environment. [IT]
☐(m) An understanding of best practices and standards and their application. [IT]
☐(n) An ability to assist in the creation of an effective project plan. [IT]
Learning Outcomes:
Upon successful completion of the course, students should be able to:
1. Apply standard techniques to analyze key properties of numerical algorithms such as stability
and convergence,
2. Understand and analyze common pitfalls in numerical computing such as ill-conditioning and
Instability,
3. Perform data analysis efficiently and accurately using data fitting methods,
4. Derive and analyze numerical methods for ODEs and PDEs,
5. Perform optimization using well-established algorithms,
6. Implement a range of numerical algorithms efficiently in Mat lab.
SOs and CLOs Mapping:
CLO/SO a b c d e f g h i j k l m n
CLO1 √ √ √ √
CLO2 √ √ √ √
CLO3 √ √ √ √
CLO4 √ √ √ √
CLO5 √ √ √ √
CLO6 √ √ √ √
No. Topics Weeks Teaching
hours
1 Topics include the standard algorithms for numerical 3 9
computation: Programming and Software
Root finding for nonlinear equations: Simple Fixed-Point
Iteration
The Bisection Method
The False-Position Method
Brent’s Method
Multiple Roots
Systems of Nonlinear Equations: Newton-Raphson
2 Interpolation: Newton’s Divided-Difference Interpolating 2 6
Polynomials
Lagrange Interpolating Polynomials
Coefficients of an Interpolating Polynomial
Spline Interpolation
3 Numerical differentiation: High-Accuracy Differentiation 2 6
Formulas
Richardson Extrapolation
Partial Derivatives
Derivatives of Unequally Spaced Data
Numerical Integration
4 Linear Systems: Solution by Iteration, Gauss–Seidel 1 3
Iteration, Convergence and Matrix Norms, Test of
Convergence of the Gauss–Seidel Iteration, Jacobi Iteration,
5 Linear Systems: Ill-Conditioning, Norms, Matrix Eigenvalue 1 3
Problems, Bounds for Eigenvalues from Collatz’s Theorem
6 Numerical solutions: Ordinary Differential Equations 3 9
Euler’s Method
Improvements of Euler’s Method
Runge-Kutta Methods
Solution of Systems of Equations
Adaptive Runge-Kutta Methods
Boundary Value Problems: The Shooting Method
Boundary Value Problems: Finite-Difference Methods
Eigen Value and Eigen Vector
7 Numerical optimization: One-Dimensional Unconstrained 2 6
Optimization
GOLDEN-SECTION SEARCH, Newtons Method
Multidimensional Unconstrained Optimization: Random
Search
GRADIENT METHODS
Steepest Ascent Method
Total 14 42
Textbook:
• Steven C. Chapra and Raymond P. Canale “Numerical Methods for Engineers” Mc Graw Hill, 7th
Edition (2015).
Essential references:
• Leader, Jeffery J. Numerical Analysis and Scientific Computation. Addison Wesley. (2004).
• Erwin Kreyszig “Advanced Engineering Mathematics” John Wiley & Sons, Inc. 10th Edition (2011)
• James F. Epperson “An Introduction To Numerical Methods And Analysis” by John Wiley & Sons
2nd Edition, 2013
