Numerical Analysis (Fall) MTH 443/643. Catalog description: 3 hrs. Computer arithmetic, roots of equations, interpolation, linear systems, and numerical differentiation and integration. Runge-Kutta and multistep methods for ODE initial value problems. Analysis of errors in and convergence properties of algorithms. Computer implementation of methods. (PR: MTH 331 and Matlab programming experience)
Numerical Differential Equations (Spring) MTH 467/667. Catalog description: Finite difference methods for elliptic, parabolic, and hyperbolic PDEs. Study of properties such as consistency, convergence, stability, and conservation. Computer implementation of methods. (PR: MTH 335, MTH 443, and Matlab programming experience)
Numerical Linear Algebra
(Spring) MTH 442/642. Catalog description: 3
hrs. Direct
and iterative methods for the numerical solution of linear systems of
equations. Eigenvalues and eigenvectors. Error Analysis and norms.
Related
topics and applications. Computer implementation of methods. (PR: MTH
331, MTH 443, and Matlab programming experience)