Numerical Analysis Graduate Summer Review Session
Graduate Review Session Instructor, Temple University, Mathematics, 2023
Taught a summer review course for graduate students to review the material learned in their introductory numerical analysis course to prepare them for their qualifying exams.
Course Materials
J. Stoer and R. Bulirsch, Introduction to Numerical Analysis, Third Edition, Springer, 2010, Randall J. LeVeque, Finite Difference Methods for Ordinary and Partial Differential Equations - Steady State and Time Dependent Problems, SIAM, 2007.
Topics Covered
Floating point arithmetic and error analysis. Approximation and interpolation of functions. Numerical integration. Solution of nonlinear equations, Runge-Kutta, multistep, and Taylor series methods. Deferred correction. Convergence and stability. Error analysis. Stiff problems. Boundary value problems. Finite differences.
