SCIENTIFIC COMPUTING

Code: MA322 | L-T-P-C: 3-0-2-8

Errors; Numerical methods for solving scalar nonlinear equations; Interpolation and approximations, spline interpolations; Numerical integration based on interpolation, quadrature methods, Gaussian quadrature; Initial value problems for ordinary differential equations - Euler method, Runge-Kutta methods, multi-step methods, predictor-corrector method, stability and convergence analysis; Finite difference schemes for partial differential equations - explicit and implicit schemes; Consistency, stability and convergence; Stability analysis (matrix method and von Neumann method), Lax equivalence theorem; Finite difference schemes for initial and boundary value problems (FTCS, backward Euler and Crank-Nicolson schemes, ADI methods, Lax Wendroff method, upwind scheme).

Texts:

1. D. Kincaid and W. Cheney, Numerical Analysis: Mathematics of Scientific Computing, 3rd Ed., AMS, 2002.
2. G. D. Smith, Numerical Solutions of Partial Differential Equations, 3rd Ed., Calrendorn Press, 1985.

References:

1. K. E. Atkinson, An Introduction to Numerical Analysis, Wiley, 1989.
2. S. D. Conte and C. de Boor, Elementary Numerical Analysis - An Algorithmic Approach, McGraw-Hill, 1981.
3. R. Mitchell and S. D. F. Griffiths, The Finite Difference Methods in Partial Differential Equations, Wiley, 1980.
4. Richard L. Burden and J. Douglas Faires, Numerical analysis, Brooks/Cole, 2001