Syllabuses on Applied Math and Compu Math【DOC精选】.docVIP

Syllabuses on Computational Mathematics and Applied Mathematics Interpolation and approximation Trigonometric interpolation and approximation, fast Fourier transform; approximations by rational functions; polynomial and spline interpolations and approximation; least-squares approximation. Nonlinear equation solvers Convergence of iterative methods (bisection, Newtons method, quasi-Newton’s methods and fixed-point methods)for both scalar equations and systems, finding roots of polynomials. Linear systems and eigenvalue problems Classical and modern iterative method for linear systems and eigenvalue problems, condition number and singular value decomposition. Numerical solutions of ordinary differential equations Single step methods and multi-step methods, stability, accuracy and convergence; absolute stability, long time behavior; numerical methods for stiff ODE’s. Numerical solutions of partial differential equations Finite difference method, finite element method and spectral method: stability, accuracy and convergence, Lax equivalence theorem. References: [1] C. de Boor and S.D. Conte, Elementary Numerical Analysis, an algorithmic approach, McGraw-Hill, 2000. [2] G.H. Golub and C.F. van Loan, Matrix Computations, third edition, Johns Hopkins University Press, 1996. [3] E. Hairer, P. Syvert and G. Wanner, Solving Ordinary Differential Equations, Springer, 1993. [4] B. Gustafsson, H.-O. Kreiss and J. Oliger, Time Dependent Problems and Difference Methods, John Wiley Sons, 1995. [5] Lloyd N. Trefethen and David Bau, Numerical linear algebra, SIAM, 1997. [6] Susanne Brenner and Ridgway Scott, The Mathematical Theory of Finite Element Methods, Springer, 2010. Ordinary differential equations and dynamical systems ODE and dynamical systems, critical points, phase space stability analysis; Hamiltonian dynamical systems; ODE system with gradient structure, conservative ODE’s. Partial differential equations and applications Basic theory f