NATIONAL UNIVERSITY OF SCIENCES & TECHNOLOGY

MTH 851 Numerical Analysis (M Sc) Title: Numerical Analysis Credit Hours: 03 Text Books: References: Catalogue No: MTH 851 Contact Hours: (3,0)

a) R.L.Burden and J.D. Faires: Numerical Analysis; Prindle, Weber & Smith b) E.Kreyszing: Advanced Engineering Mathematics (8th ed) a) Curtis F.Gerald Patrick O. Wheatley: Applied Numerical Analysis, AddisonWesley b) Donald Greenspan & Vincenzo Casulli: Numerical Analysis For Applied Mathematics, Science, and Engineering, Addison-Wesley c) David Kahaner: Numerical Methods and Software, Prentice Hall. Brig Dr. Muhammad Rafique

Prepared by:

Goals: To teach numerical techniques for solving algebraic equations, ODEs and PDEs. Pre-requisites by Topic: Linear Algebra, ODEs and PDEs.

Topics:
1. hrs 2. 3. hrs Raphson Method, Secant Method, Method of False Position 4. 5. 6. hrs 7. hr 8. hr 9. hrs 10. hr 11. 12. Improper Integrals Iterative Techniques in Matrix Algebra: Norms of Vectors and Matrices, Schwarz Inequality Eigenvalues and Eigenvectors Iterative Technique for Solving Linear Systems: Jacobi Iterative Method, Guess Seidel Iterative Error Estimates and Iterative Refinement
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Review of Calculus Algorithms and Convergence Selections of equations in one variable by Bisection Method, Fixed point iteration, Newton1 hr

Error Analysis for interactive methods Interpolating Polynomial, Newtons Interpolating Divided Difference Formulae Cubic Spline Interpolation Numerical Differentiations Numerical Integration: Simpsons Rule, Trapezoidal Rule Composite Trapezoidal Rule, Composite Simpsons Rule, Adaptive Quadrature Method. Multiple Integrals

1 hr

Interpolation and polynomial approximation: Weierstrass Approximation Theorem, Lagrange 3 hrs 2 1 1 2 1

1 hr 1 hr 2 hrs 1 hr

Least Square Approximation, Orthogonal Polynomials and Least Square Approximations 13. hrs Method, Higher Order Taylors Method 14. 15. hr 16. hrs 17. 18. hr 19. hrs 20. hrs Elliptic Partial Differential Equations (Poisson Equation) Parabolic Partial Differential Equations (Heat Equation) Hyperbolic Partial Differential equations (Wave Equation) 21. hrs Finite Element Method Numerical Solutions to Partial Differential Equations Finite Difference Methods for Linear and Nonlinear Problems Linear Shooting Method for Boundary Value Problems for ODEs. Shooting Method for Non-Linear Problems Runga Kutta Method for a System of Differential Equations and Error Analysis RungaKutta Method Error Control and the Runga-Kutta-Felberg Method Elementary Theory of Initial Value Problems for Ordinary Differential Equations: Eulers

3 hrs 2

1 hr 1 2 1 hr 1 3 4

Computer Usage: Class Test: Class Test # 1 Class Test # 2 Final Test Grading Criteria: One hours tests Quizzes/ Assignments Final test

Practice of different numerical techniques on computer.

6th week 12th week 16st week

35% 15% 50%

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