Department of Mathematics
MA 254: Numerical Analysis
Introduction: Floating point representation of numbers and roundoff errors,
Interpolation Numerical integration.
Linear systems and matrix theory: Various factorizations of inversion of
matrices, Condition number and error analysis.
Non-linear systems: Fixed point iteration, Newton-Rapson and other methods,
Numerical methods for ODE: Introduction and analysis of Taylor, Runge-kutta and
Numerical methods for PDE: Finite difference method for Laplace, Heat and wave
Suggested books and references:
Faires, J. D. and Burden, R., Numerical Methods, Brooks/Cole Publishing Co., 1998.
Conte, S. D. and Carl de Boor., Elementary Numerical Analysis
Stoer, J. and Bilrisch, R., Introduction to Numerical Analysis, Springer- Verlag, 1993.
Iserlas, A., First course in the numerical analysis of differential equations, Cambridge, 1996.
+91 (80) 2293 2711, +91 (80) 2293 2265 ; E-mail: chair.math[at]iisc[dot]ac[dot]in
Last updated: 31 May 2023