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Advanced Numerical Analysis

• Part A: Hermite and Gauss numerical integration. Hermite interpolation. Orthogonal polynomials. Error estimates. Two-dimensional numerical integration. Complex numerical integration (trapezoidal, Simpson). Various types of numerical integration on triangles.

• Part B: Numerical solution of integral equations using trapezoidal and Simpson’s formulae. Solutions of partial differential equations by numerical methods. Finite difference method. Finite elements method. Error estimation and stability. Applications: problems on elasticity, liquid flow, heat propagation, infiltration, wave theory problems.

Semester: 5
Teaching credits: 3
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