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CME 206 / ME 300C: Introduction to Numerical Methods for Engineering

Numerical methods from a user's point of view. Lagrange interpolation, splines. Integration: trapezoid, Romberg, Gauss, adaptive quadature; numerical solution of ordinary differential equations: explicit and implicit methods, multistep methods, Runge-Kutta and predictor-corrector methods, boundary value problems, eigenvalue problems; systems of differential equations, stiffness. Emphasis is on analysis of numerical methods for accuracy, stability, and convergence. Introduction to numerical solutions of partial differential equations; Von Neumann stability analysis; alternation directioni implicity methods and nonlinear equations.