MATH 4666-001 and C SC 4666-001: Numerical Analysis II
Spring 1996. University of Colorado Denver

HOURS: MW 5:30-6:45 pm (SO 217)

INSTRUCTOR:
Prof. Andrew Knyazev
Office: CU (Dravo) 620G. Phone: 556-8102.
Office hours: Tue 3pm - 6pm
WWW: http://math.ucdenver.edu/~aknyazev

TEXTBOOK:
Numerical Mathematics and Computing. 3th ed. W. Cheney and D. Kincaid. 1994.

SUBJECT:
Solution of linear equations, ODE, PDE, approximations by splines, smoothing of data, Monte Carlo Methods, minimization of functions.

The course will require some programming experience.

ATTENDANCE AND HOMEWORK:
Punctual attendance and homework fulfilment are expected of all students. Daily homework will usually be assigned. Homework problems will not be usually checked/graded.

CONTENTS:
The class will follow the outline below, touching on each major topic in a depth that will be determined by the pace of the class.

• 6. Systems of linear equations, 6.1-6.3
• 7. Approximations by spline functions, 7.1
• 8. Odinary differential equations, 8.1-8.2
• 10. Smoothing of data and the method of least squares, 10.1-10.2
• 11. Monte Carlo Methods and simulation, 11.1-11.3
• 12. Boundary value problems for ordinary differential equations, 12.2
• 13. Partial differential equations, 13.3
• 14. Minimization of multivariate functions, 14.1-14.2

• Test 1
• Test 2
• Test 3
• Test 4