MATH 4250 - Numerical Analysis and Differential Equations

(crosslisted) CS 4210
(MQR-AS, SMR-AS)

Fall. 4 credits. Student option grading.

Prerequisite: MATH 2210 or MATH 2940 or equivalent, one additional mathematics course numbered 3000 or above, and knowledge of programming. Students will be expected to be comfortable with proofs. MATH 4250/CS 4210 and MATH 4260/CS 4220 provide a comprehensive introduction to numerical analysis; these classes can be taken independently from each other and in either order.

Staff.

Introduction to the fundamentals of numerical analysis: error analysis, approximation, interpolation, numerical integration. In the second half of the course, the above are used to build approximate solvers for ordinary and partial differential equations. Strong emphasis is placed on understanding the advantages, disadvantages, and limits of applicability for all the covered techniques. Computer programming is required to test the theoretical concepts throughout the course.