Thursday, 14 March 2013

Numerical Methods Lecture Notes Anna University

University : Anna University

Subject     : MA2264 NUMERICAL METHODS

SEMESTER:Common To All Branches


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.


Numerical Methods Anna University Subject Notes 

Download Lecture/Subject Notes Here(Unit I-V)

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