ADVANCED NUMERICAL ANALYSIS

Paper Code: 
MAT143A
Credits: 
4
Contact Hours: 
60.00
Unit I: 
I
Errors - Errors in Numerical Calculation, Numbers and their accuracy, Errors and their analysis, general error formula, Error in a series approximation, Number representation, Numerical Solutions of integral equations, Fredholm integral equation.
 
 
Unit II: 
II
Finite difference methods, Chedyshev series method, Method using generalized quadrature, Method for degenerate kernels. Numerical solution of ordinary differential equation - two point BVPs, differential methods - second order.
 
Unit III: 
III
Numerov fourth order methods, linear ordinary differential equations, Non- uniform grid methods for the second order BVP. Numerical solution of partial differential equations: classification of partial differential equations. Finite difference approximations to derivatives.
 
 
Unit IV: 
IV
Laplace's equation: Five- point formula , diagonal five point formula, Jacobi's method, gauss- sedial method and successive over relaxation methods. Parabolic equation in one space dimension. Two levels and three levels difference method - Schmidt method. Laasonen method, Crank Nicolson method, Dufort and Frankel Method. Hyperbolic equation in one space dimension. Explicit three level difference scheme, Implicit scheme, First order hyperbolic equation Lax- Wendroff formula.
 
 
Unit V: 
V
Finite element methods - introduction, Weighted residual methods, Variation methods, Rayleigh - Ritz method, Grlerkin method, finite elements, Assembly of elements equation. Application of finite element method, One- dimensional and two dimensional problems.
 
 
Essential Readings: 
  1. G. M. Philips, P. J. Taylor, Theory and Applications of Numerical Analysis, Academic Press, 1996.
  2. A. Gourdin, M. Boumhrat, Applied Numerical Methods, Prentice Hall India, New Delhi, 2000.
  3. S. K.Gupta, Numerical Methods for Engineers, Wiley Eastern, New Delhi, 1995.
  4. J.W. Thomas, Introduction to Numerical Methods for Partial Differential Equations, Springer, 1999. 
  5. Zhangxin Chen, Finite element methods and their applications, Springer, 1998.
  6. L. R. Scott. Numerical Analysis, Princeton University Press, 2011.
  7. S. R. K. Iyengar, R. K. Jain, Mahinder Kumar Jain, Numerical Methods for Scientific and Engineering Computation, New Age International Publishers, 2012.
 
 
Academic Year: