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Numerical Analysis - 00.intorduction - Note

This document provides an introduction and syllabus for a numerical analysis course. It outlines that the course will be taught by Professor Jung Han Kim and will cover basic concepts in numerical analysis, algorithms using numerical approximations to solve mathematical problems, and training numerical skills in Excel or computer coding. The evaluation will consist of homework, midterm, final exam and attendance. Topics will include approximations, root finding, linear algebraic equations, curve fitting, differentiation, and integration.

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30 views8 pages

Numerical Analysis - 00.intorduction - Note

This document provides an introduction and syllabus for a numerical analysis course. It outlines that the course will be taught by Professor Jung Han Kim and will cover basic concepts in numerical analysis, algorithms using numerical approximations to solve mathematical problems, and training numerical skills in Excel or computer coding. The evaluation will consist of homework, midterm, final exam and attendance. Topics will include approximations, root finding, linear algebraic equations, curve fitting, differentiation, and integration.

Uploaded by

logannam
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Numerical Analysis

INTRODUCTION
Lecturer
 Jung Han Kim

 Associate Professor, Department of Civil Engineering at Pusan National


University

 Office: 401-608

 Tel: 051-510-2352

 E-mail: jhankim@pusan.ac.kr

2 Numerical Analysis
Syllabus
 Text Book
 Steven C. Chapra and Raymond P. Canale, “Numerical Methods for Engineers,” 8th
Edition, McGraw-Hill.
 영문교재는 선택 임, 국문교재로 학습 해도 됨, 단 시험문제는 영문으로 제출됨
 Course Objectives
 Understanding the basic concept of numerical analysis
 Study of algorithms that use numerical approximation for the problems of
mathematical analysis
 Training a numerical skills with the Excel or a computer coding
 Evaluation
 Homework: 20%
 Mid-term Exam: 35%
 Final Exam: 35%
 Attendance: 10% (more than 1/3 abssence of the term  Grade ‘F’)
 Grade (approximately)
 A+, A: ~ 35% (35%)
 B+, B: ~ 75% (40%)
 C+ ~ : ~ 100% (25%)

3 Numerical Analysis
Schedule
Week Topic Remark

1 Introduction to numerical analysis

2 Mathematical Modeling and Engineering Problem Solving

3 Approximations and Round-Off Errors HW #1

4 Truncation Errors and the Taylor Series (1)

5 Truncation Errors and the Taylor Series (2) HW #2

6 Root of Equations – Bracketing method and Open Methods

7 Root of Equations – Roots of Polynomials HW #3

8 Mid term Examination

9 Linear Algebraic Equations - Gauss Elimination

10 Linear Algebraic Equations - LU Decomposition and Matrix Inversion

11 Linear Algebraic Equations HW #4

12 Least-Squares Regression

13 Curve fitting - Interpolation HW #5

14 Numerical Differentiation & Integration (1)

15 Numerical Differentiation & Integration (2) HW #6

16 Final Examination

May be updated as the course proceeds


4 Numerical Analysis
Numerical Analysis
 Analytical Method  Numerical Method

 Numerical analysis is the study of algorithms that use numerical


approximation (as opposed to symbolic manipulations) for the
problems of mathematical analysis (as distinguished from discrete
mathematics).

 Common Perspectives
 When presented with a problem that cannot be solved directly, they try
to replace it with a “nearby problem” that can be solved more easily.
 There is a fundamental concern with error, its size, and its analytic form.
 Numerical analysts are concerned with stability.
 Numerical analysts are very interested in the effects of using finite
precision computer arithmetic.
 Numerical analysts are generally interested in measuring the efficiency
of an algorithm.
5 Numerical Analysis
Numerical Methods for Engineers
 Part 1 Modeling, Computers, and Error Analysis
Chapter 1 Mathematical Modeling and Engineering Problem Solving
Chapter 2 Programming and Software
Chapter 3 Approximations and Round-Off Errors
Chapter 4 Truncation Errors and the Taylor Series

 Part 2 Roots of Equations


Chapter 5 Bracketing Methods
Chapter 6 Open Methods
Chapter 7 Roots of Polynomials
Chapter 8 Case Studies: Roots of Equations

 Part 3 Linear Algebraic Equations


Chapter 9 Gauss Elimination
Chapter 10 LU Decomposition and Matrix Inversion
Chapter 11 Special Matrices and Gauss-Seidel
Chapter 12 Case Studies: Linear Algebraic Equations

 Part 4 Optimization
Chapter 13 One-Dimensional Unconstrained Optimization
Chapter 14 Multidimensional Unconstrained Optimization
Chapter 15 Constrained Optimization
Chapter 16 Case Studies: Optimization

6 Numerical Analysis
Numerical Methods for Engineers
 Part 5 Curve Fitting
Chapter 17 Least-Squares Regression
Chapter 18 Interpolation
Chapter 19 Fourier Approximation
Chapter 20 Case Studies: Curve Fitting

 Part 6 Numerical Differentiation and Integration


Chapter 21 Newton-Cotes Integration Formulas
Chapter 22 Integration of Equations
Chapter 23 Numerical Differentiation
Chapter 24 Case Studies: Numerical Integration and Differentiation

 Part 7 Ordinary Differential Equations


Chapter 25 Runge-Kutta Methods
Chapter 26 Stiffness and Multistep Methods
Chapter 27 Boundary-Value and Eigenvalue Problems
Chapter 28 Case Studies: Ordinary Differential Equations
This part is not the
 Part 8 Partial Differential Equations scope of this lecture
Chapter 29 Finite Difference: Elliptic Equations
Chapter 30 Finite Difference: Parabolic Equations
Chapter 31 Finite-Element Method
Chapter 32 Case Studies: Partial Differential Equations

7 Numerical Analysis
Numerical Analysis

8 Numerical Analysis

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