syllabus

syllabus - spreadsheets effectively and in using...

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21:640:473:01/Numerical Analysis/Fall 2009 Class meetings: MTh 1–2:20, Smith 246 Instructor: John Randall Smith 305, (973)353-3919, [email protected] Office hours: M 9–10, WTh 11:30–1 Course web site: http://pegasus.rutgers.edu/~randall/473/ Grades will be posted on Rutgers Blackboard. Textbook: Numerical Methods , 3rd edition, Pacific Grove, CA: Brooks-Cole, 2002. ISBN 0534407617 Prerequisites: Assessment We will have weekly quizzes (15% total), 2 in-class exams (15% each), a com- prehensive final exam (40%), and projects (15% total). Topics We will cover the following topics, not necessarily in order. For each numerical method we will discuss error and computer implementation. Projects will be discussed in detail. Practical instruction will be given on using calculators and
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Unformatted text preview: spreadsheets effectively, and in using mathematical programming languages. 1. Errors and computer arithmetic. 2. Root finding: bisection method, Newton’s method. 3. Interpolation: Lagrange interpolation, divided differences, cubic spline interpolation. 4. Numerical integration and differentiation. 5. Approximation theory: least squares approximation. 6. Numerical solution of the heat equation and Black-Scholes equation. 7. Discrete Fourier transforms. Attendance Policy Students are expected to attend all classes and to complete all assignments. No makeups will be given for quizzes. No makeups will be given for exams except for absences due to the recognized grounds described in the catalog....
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