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10th July 2015, 12:17 PM
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Join Date: Apr 2013
Re: Anna University Numerical Methods Notes

Anna University Numerical Methods lecturer notes based on following topics:

Numerical Methods

UNIT I SOLUTION OF EQUATIONS AND EIGENVALUE PROBLEMS

Solution of equation –Fixed point iteration: x=g(x) method - Newton’s method – Solution of linear system by Gaussian elimination and Gauss-Jordon method– Iterative method - GaussSeidel method - Inverse of a matrix by Gauss Jordon method – Eigen value of a matrix by power method and by Jacobi method for symmetric matrix.

UNIT II INTERPOLATION AND APPROXIMATION

Lagrangian Polynomials – Divided differences – Interpolating with a cubic spline – Newton’s forward and backward difference formulas.

UNIT III NUMERICAL DIFFERENTIATION AND INTEGRATION

Differentiation using interpolation formulae –Numerical integration by trapezoidal and Simpson’s 1/3 and 3/8 rules – Romberg’s method – Two and Three point Gaussian quadrature formulae – Double integrals using trapezoidal and Simpsons’s rules.

UNIT IV INITIAL VALUE PROBLEMS FOR ORDINARY DIFFERENTIAL EQUATIONS

Single step methods: Taylor series method – Euler method for first order equation – Fourth order Runge – Kutta method for solving first and second order equations – Multistep methods: Milne’s and Adam’s predictor and corrector methods.

UNIT V BOUNDARY VALUE PROBLEMS IN ORDINARY AND PARTIAL DIFFERENTIAL EQUATIONS

Finite difference solution of second order ordinary differential equation – Finite difference solution of one dimensional heat equation by explicit and implicit methods – One dimensional wave equation and two dimensional Laplace and Poisson equations.
Anna Univ NM Notes





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