Numerical methods for time-dependent differential equations, including explicit and implicit methods for hyperbolic and parabolic equations. Stability, accuracy, and convergence theory. Spectral and pseudospectral methods.
Numerical methods for solving linear systems of equations, linear least squares problems, matrix eigen value problems, nonlinear systems of equations, interpolation, quadrature, and initial value ordinary differential equations.
Steven Chapra’s Applied Numerical Methods with MATLAB, third edition, is written for engineering and science students who need to learn numerical problem solving. Theory is introduced to inform key concepts which are framed in applications and demonstrated using MATLAB. The book is designed for a one-semester or one-quarter course in numerical methods typically taken by undergraduates.