An introduction to the formulation, methodology, and techniques for numerical solution of engineering problems. Fundamental principles of digital computing and the implications for algorithm accuracy and stability. Error propagation and stability. The solution of systems of linear equations, including direct and iterative techniques. Roots of equations and systems of equations. Numerical interpolation, differentiation and integration. Fundamentals of finite-difference solutions to ordinary differential equations. Error and convergence analysis. Subject taught first half of term.
This course is offered to undergraduates and introduces students to the formulation, methodology, and techniques for numerical solution of engineering problems. Topics covered include: fundamental principles of digital computing and the implications for algorithm accuracy and stability, error propagation and stability, the solution of systems of linear equations, including direct and iterative techniques, roots of equations and systems of equations, numerical interpolation, differentiation and integration, fundamentals of finite-difference solutions to ordinary differential equations, and error and convergence analysis. The subject is taught the first half of the term. This class was originally listed in Course 13 (Ocean Engineering) as 13.002J.
IEEE-standard, iterative and direct linear system solution methods, eigendecomposition and model-order reduction, fast Fourier transforms, multigrid, wavelets and other multiresolution methods, matrix sparsification. Nonlinear root finding (Newton's method). Numerical interpolation and extrapolation. Quadrature.
Subject:
Mathematics and Statistics, Science and Technology
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