Numerical Analysis – Concise Notes
1. Errors and Approximations
• Types of errors: absolute error, relative error, percentage error.
• Sources of errors: truncation error, round-off error.
• Significant digits and floating-point representation.
2. Solutions of Algebraic and Transcendental Equations
• Bisection method: convergence and error bound.
• Newton–Raphson method: iteration formula and convergence.
• Secant and Regula-Falsi methods.
3. Interpolation and Extrapolation
• Lagrange interpolation formula.
• Newton’s forward and backward interpolation formulas.
• Divided differences.
4. Numerical Differentiation and Integration
• Finite difference approximations for derivatives.
• Trapezoidal rule and Simpson’s 1/3 rule.
• Error analysis in numerical integration.
5. Numerical Solution of Ordinary Differential Equations
• Euler’s method and modified Euler method.
• Runge–Kutta methods of order 2 and 4.
• Stability and convergence concepts.