M368K NUMERICAL MATHEMATICS FOR APPLICATIONS

Prerequisite and degree relevance:

A grade of at least C in M427K and in either M341, M340L or M311. This course is part

of the mathematics Numerical Analysis Track.

Course description:

Introduction to numerical methods for applied problems in science and engineering.

Topics may include floating-point representation, numerical errors, and the numerical

approximation of problems such as locating roots of equations, interpolation, numerical

differentiation and integration, systems of linear equations, approximation by splines and

orthogonal polynomials, smoothing of data and method of least squares, two point

boundary value problems, ordinary and partial differential equations, Monte Carlo

methods and simulation, optimization, approximation of eigenvalues, signal processing,

and linear programming.