25MA803 Advanced Numerical Methods 3-0-2-4
Course Description:
This course is offered to PhD students in Mathematics and Engineering. The course includes error
analysis, convergence criteria, and methods for solving linear and nonlinear equations. Students
will explore numerical differentiation and integration techniques such as the Trapezoid,
Simpson’s, and Gauss quadrature methods. The course emphasizes hands-on learning through
MATLAB to implement and analyze the convergence and accuracy of these methods. By the end
of the course, students will be equipped to apply numerical methods effectively in real-world
applications.
Learning Objectives:
Understand error analysis and convergence properties of numerical methods.
Solve linear and nonlinear equations, and compute eigenvalues and eigenvectors using
iterative techniques.
Apply numerical differentiation and integration techniques like Trapezoid, Simpson’s,
and Gauss quadrature methods.
Implement numerical algorithms using MATLAB to analyze accuracy and convergence.
Pedagogy:
Hands-on MATLAB Sessions, Problem-Solving and Case Studies, Group Discussions and Peer
Learning
Course Outcome:
CO1: Apply error analysis to assess the accuracy and stability of numerical methods in
solving mathematical problems.
CO2: Solve systems of linear and nonlinear equations using iterative and direct methods,
and compute eigenvalues and eigenvectors.
CO3: Implement numerical differentiation and integration techniques such as Taylor
series, Trapezoid, Simpson’s, and Gauss quadrature methods.
CO4: Utilize MATLAB to implement, analyze, and optimize numerical algorithms for
solving mathematical problems.
CO5: Evaluate the convergence and accuracy of various numerical methods and choose
appropriate techniques for specific applications.
CO-PO Mappings
PO1 PO2 PO3 PO4 PO5 PO6 PO7 PO8 PO9 PO10 PO11 PO12
CO1 2 3 - - 1 - - - - - - 3
CO2 3 3 - - 1 - - - - - - 2
CO3 3 3 - - 1 - - - - - - 3
CO4 1 1 - - 3 - - - - - - 3
CO5 2 2 - - 1 - - - - - - 3
Syllabus:
1. Unit 1
Error analysis for Iterative Methods, Convergence: Super linear Convergence, Linear
Convergence, Quadratic Convergence.
2. Unit 2
System of Linear Equation: Gaussian Elimination, Gauss Jordan, Eigen value and eigen
vector problem by power method. Practical exercises using MATLAB to analyze
convergence and how the methods work.
3. Unit 3
Nonlinear Equation: Newton’s Method, Simple fixed-point iteration, Iterative method for
system of Nonlinear Equation. Practical exercises using MATLAB to analyze convergence
and how the methods work.
4. Unit 4
Numerical Differentiation and Integration: Using Taylor Series to derive difference
formulas, Trapezoid’s Method, Simpson’s Method, Gauss quadrature Newton’s Method.
Practical exercises using MATLAB to analyze convergence and how the methods work.
References:
1. Canale, R. P., & Chapra, S. C. (2014). Numerical methods for engineers. Mcgraw-hill
Education-Europe.
2. Burden, R. L., & Faires, J. D. (1997). Numerical analysis, brooks.
Evaluation Pattern:
Internal External
Four Assignments 40 Marks Mini MATLAB Project 30 Marks
Three Presentations 30 Marks
Total Internal 70 Marks Total External 30 Marks