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Director: Prof. Andreas A. Linninger
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Spring 2005

Numerical Methods- Che431
Tentative Course Schedule

Area  Topic

Fundamentals and Linear Analysis 

 

  • Machine Representation and Control Structures

  • Vectors and Matrices 

  • Special Matrices and Matrix Decomposition 

  • Direct Solution of Linear Systems of Equations 

  • Iterative Methods for Solving Linear Systems of Equations

Non-linear Systems and Optimization 

  • Solution of a Single Non-linear Equation 

  • Roots of Polynomials 

  • Systems of Non-linear Equations: Newton’s method 

  • Linesearch 

  • Quasi-Newton’s Methods: Broyden’s method 

  • BFGS Approximation of the Jacobian Matrix 

  • Trust Region Methods (Powell’s Method) 

  • Relaxation Methods 

  • Recycle Partition and Tearing
Interpolation Theory, Numerical Integration, Solution of Dynamic Systems
  • Lagrangian Polynomials

  • Orthogonal Polynomials

  • Introduction to Collocation Methods 

  • One Step Methods 

  • Multi-step Methods 

  • Predictor Corrector Methods 

  • Methods for Stiff Differential Equations 

  • Finite Element Collocation for Solving ODE and PDEs
Optimization
  • Data Fitting: Least Squares

  • Steepest Descent Methods

  • Successive Quadratic Programming 

  • Stochastic Optimization Methods 

  • Introduction into constrained Optimization