Tentative lecture topics for CSCC51, Spring 99 We include textbook sections in brackets. ** Subject to change: done on December 1998** 1. Interpolation [Chapter 3] ============= Week of Jan 4 1.1 Approximation and interpolation [3] 1.2 Polynomial approximation - Weierstrass theorem [3] 1.3 Polynomial interpolation using monomial basis. 1.4 Polynomial interpolation using Lagrange basis [3.1] 1.5 Existence and uniqueness of polynomial interpolant [3.1] 1.6 Error of the polynomial interpolant [3.1] (start) Week of Jan 11 1.6 Error of the polynomial interpolant [3.1] 1.7 Polynomial interpolation using Newton's basis -- Divided differences [3.2] Week of Jan 18 1.8 Evaluating a polynomial -- Horner's rule (nested multiplication) [2.6 pgs 92-94] 1.9 Polynomial interpolation with derivative data. Osculating polynomial interpolation [3.3] 1.10 Hermite polynomial interpolation using monomial basis. 1.11 Hermite polynomial interpolation using Lagrange basis [3.3] 1.12 Hermite polynomial interpolation using Newton's basis [3.3] 1.13 Existence and uniqueness of Hermite polynomial interpolant [3.3] 1.14 Error of the Hermite polynomial interpolant [3.3] 1.15 Pitfalls with polynomial interpolation [3.4] Week of Jan 25 1.16 Piecewise polynomials and splines [3.4] 1.17 Linear spline interpolation (Lagrange form). 1.18 Cubic spline interpolation -- choice of end-conditions [3.4] 2. Orthogonal polynomials and least squares approximation [Chapter 8] ====================================================== Week of Feb 1 2.1 Least squares approximation [8.2] 2.2 Inner products and norms of functions. 2.3 The normal equations for polynomial least squares approximation [8.2] 2.4 Linear independence and orthogonality of functions [8.2] 2.5 Orthogonal polynomials and least squares approximation. 2.6 Constructing sets of orthogonal polynomials. The method of undetermined coefficients. The Gram-Schmidt orthogonalisation algorithm for functions. The three-term recurrence relation algorithm. 2.7 Constructing the least squares polynomial approximation. Week of Feb 8 2.8 Tchebyshev (Chebyshev) polynomials [8.3] The optimal placing of data points in polynomial interpolation. Midterm test. Week of Feb 15 Reading week (no lectures). 3. Numerical Integration [Chapter 4] ===================== Week of Feb 22 3.1 Introduction [4.3] 3.2 Midpoint rule and error formula [4.3] 3.3 Trapezoidal rule and error formula; alternative derivation [4.3] 3.4 Transforming quadrature rules to other intervals [in 4.7] 3.5 Simpson's rule and error formula (start) [4.3] Week of Mar 1 3.5 Simpson's rule and error formula (end) [4.3] 3.6 Corrected trapezoidal rule and error formula. 3.7 Convergence of polynomial interpolatory quadrature rules. 3.8 Newton-Cotes quadrature rules [4.3] Week of Mar 8 3.9 Composite quadrature rules and error formulae [4.4] Composite midpoint rule and error formula. Other composite rules and error formulae. 3.10 Error estimators for quadrature rules [4.6] 3.11 Adaptive quadrature [4.6] Week of Mar 15 3.12 Romberg integration and Richardson extrapolation [4.5] 3.13 Gauss quadrature rules [4.7] 4. Ordinary Differential Equations [Chapter 5] =============================== Week of Mar 22 4.1 Introduction: DEs, ODEs, PDEs and IVPs [5.1] 4.2 Existence and uniqueness of solution of an IVP for an ODE [5.1] 4.3 Second order ODEs and BVPs. 4.4 nth order ODEs and IVPs for ODEs [5.9] 4.5 Stability of ODEs -- Jacobian. 4.6 Numerical methods for first order IVPs for ODEs. 4.7 Forward Euler's method [5.2] (start) Week of Mar 29 4.7 Forward Euler's method (end) Global and local errors. Order of a numerical method for IVPs-ODEs [5.3 pgs 269-270] Stability of the numerical method [~5.10] Stiff ODEs [~5.11] 4.8 Backward Euler's method - Implicit methods [~5.11 and ex 8 pg 348] Week of Apr 5 4.9 Runge-Kutta methods [5.4, 5.5] Exam preparation.