Numerical Analysis II

This course is continuation of the Numerical Analysis I course.   In this course we cover the following areas:  Orthogonal functions, Gauss Quadrature rules, approximation theory, numerical solution of ordinary differential equations and solutions of partial differential equations. Course Objectives:By the end of this course the student should be able to:

• Define an orthogonal Sequence of functions and use orthogonal functions in integration
• Approximate discrete data or continuous functions by least squares
• Solve ordinary differential equations by common numerical techniques
• Approximate a solution of a partial differential equation by finite differences
• Write computer codes for the Gauss – Quadrature rules and the techniques for solving ordinary and partial differential equations.