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EN.553.481

Numerical Analysis

Johns Hopkins University 4 credits Applied Mathematics & Statistics

Course Description

This course will introduce the mathematical foundations of numerical analysis and illustrate its importance for various problems in sciences. Topics will include but may not be limited to: floating-point representation of numbers and computer arithmetic; root-finding algorithms and rate of convergence; the bisection method; fixed-point iterations; Newton's method and the secant method; error analysis of iterative methods; polynomial interpolation; numerical differentiation; numerical integration; initial value problems (IVPs) for ordinary differential equations (ODEs); Euler's method; higher-order Taylor methods; local truncation errors; Runge-Kutta methods; stability analysis; systems of differential equations; basics of gradient descent; Newton's method in N dimensions; boundary value problems (BVPs) for ordinary differential equations (ODEs); linear and nonlinear shooting; finite-difference methods for linear and nonlinear problems; time permitting, an introduction to finite differences solutions to partial differential equations (PDEs). Prerequisite(s): Students may take only one of EN.550.681, EN.553.481, EN.553.681 or EN.553.781.;(AS.110.202 OR AS.110.211) AND (EN.553.291 OR EN.553.295 OR AS.110.201 OR AS.110.212) AND (EN.553.291 OR AS.110.302 OR AS.110.417 OR EN.553.386 OR EN.553.388 OR EN.553.391)

Code
EN.553.481
Credits
4
Subject
Applied Mathematics & Statistics

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