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  1. Spectral Interpolation, Differentiation, Quadrature (PDF) This section provides the lecture notes for the course.

  2. Numerical integration (How do we calculate integrals?) One area we won’t cover is how to solve di‡erential equations. „is is such an important topic that it has its own course Numerical Di‡erential Equations III/IV.

  3. This course analyzed the basic techniques for the efficient numerical solution of problems in science and engineering. Topics spanned root finding, interpolation, approximation of functions, integration, differential equations, direct and iterative methods in linear algebra.

  4. This lecture notes are designed for the MATH 5510, which is the first graduate course in numerical analysis at Univer- sity of Connecticut. Here I present the material which I consider important for students to see in their first numerical

  5. Introduction to Numerical Analysis, Lecture 7. MIT OpenCourseWare is a web based publication of virtually all MIT course content. OCW is open and available to the world and is a permanent MIT activity.

  6. These lecture notes were developed alongside courses that were supported by textbooks, such as An Introduction to Numerical Analysis by Süli and Mayers, Numerical Analysis by Gautschi, and Numerical

  7. 1.1 What is Numerical Analysis? . . . . . . . . . . . . . . . . . .3 1.2 An Illustrative Example . . . . . . . . . . . . . . . . . . . . .3 1.2.1 An Approximation Principle . . . . . . . . . . . . . . .4

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