Indian Institute of Management Rohtak

Course Outline

Course Title : Numerical Analysis

Credits : 1 (20 Sessions)
Type : Compulsory
Session Duration : 75 minutes
Term : VI
Year : 2024
Faculty :
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Introduction

To investigate complex systems, physicists, engineers, financiers and mathematicians

rely on computational methods, given the infrequent algebraic solvability of
mathematical models. Numerical methods, rooted in robust computational
mathematics, form the fundamental algorithms supporting computer-based predictions
in contemporary systems science. These methods encompass approaches for
straightforward optimization, interpolation from known to unknown data, the
application of linear algebra in addressing systems of equations, the use of ordinary
differential equations for system simulations, and stochastic simulation techniques
subject to random influences. The course delves into the mathematical and
computational fundamentals of numerically approximating and solving scientific
problems. It covers aspects such as basic integration and differentiation, solving
extensive systems of linear and nonlinear equations, employing explicit schemes for
ordinary differential equations, and initiates with discussions on computational errors
and essential matrix properties.

Course Objectives

The Main Objective of this course is to enable students to design and analyze
numerical techniques to approximate solutions to problems for which finding a
closed-form (analytic) solution is not possible.

Pedagogy

The course will be delivered as live writing board through offline mode, it will be
highly interactive and problem solving. The class participation aims to link the
concepts of numerical methods and its applications in engineering problems. The
participants are expected to prepare themselves for the session as per the scheduled
topic from any resources which they are able to understand easily. I will also provide

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the Lecture Notes and Tutorial sheet to enhance the problem-solving capabilities of
students. There will be enough opportunity for class participation including in-class
problem-solving exercises.

Learning Outcomes
 Demonstrate understanding of common numerical methods and how they are
used to obtain approximate solutions to otherwise intractable mathematical
problems.
 Apply numerical methods to obtain approximate solutions to mathematical
problems.
 Analyse and evaluate the accuracy of common numerical methods.

Evaluation Scheme

S. No. Mode of Assessment % Weightage

1. Quiz 20%
2. Mid Term Exam 30%
3. Assignment/Presentation 20%
4. End Term Exam 30%

Brief Outline

 Errors in Computation: Absolute, Relative, Round off error, Truncation error

and percentage errors.

 Solution of algebraic and Transcendental equations: Bisection method,

Iterative method, Regula Falsi method, Newton Raphson method and Giraffe’s
Root Squaring method

 Systems of Simultaneous Equations: Gauss elimination and Gauss Jordon

methods, LU decomposition method, Iterative methods: Gauss-Jacobi and
Gauss-Seidel methods.

 Curve Fitting: Straight line fitting, parabolic curve fitting, fitting of

exponential curve, fitting of other curves.

 Finite Differences, Interpolation techniques: Interpolation with equal

Intervals-Newton Forward and Newton Backward formulas. Interpolation with
unequal Intervals-Newton’s divided difference, Lagrange Interpolation
technique.

 Numerical Differentiation using Newton Forward and Newton Backward

formulae.

 Numerical Integration: Trapezoidal rule, Simpson rules and Romberg’s

integration.

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  Solution of Ordinary Differential Equations: Single step methods: Taylor
series method, Picard’s method, Euler method, Euler modified (Improved)
method, Runge – Kutta methods, Multistep methods: Milne’s and Adam’s
predictor and corrector methods.

Textbook

1. (T1) M.K.Jain, S.R.K.Iyengar, R.K.Jain, Numerical Method For Scientific and

Engineering Computation, New Age International Publications 7th Edition,
2019, New Delhi.
2. (T2) Richard L. Burden, J. Douglas Faires, Annette M. Burden, Numerical
Analysis, Cengage Learning India Private Limited, 10th Edition, 2016.

References

 (R1) Radhey S.Gupta, Elements of Numerical Analysis, Cambridge University

Press, 2nd Edition, 2015.
 (R2) Curtis E Gerald & Partrock O Whealtley, Applied Numerical Analysis,
Pearson edu. 2004
 (R3) P.Kandaswamy, K.Thilagavathy, K.Gunavathy, Numerical Methods,
S.Chand & Company Ltd, New Delhi, 2008.

Session Plan

Reference /
Session Topic
Chapter
Introduction to Numerical Analysis, Different
1 R1: Ch: 1
types of errors in numerical computation
Solution of Equations
T1: Ch:1.2
2 Basic definitions, and Bisection method T2: Ch:7
R2: Ch: 2
T1: Ch:1.2
3 Iterative method, and Regula-Falsi method T2: Ch:7
R2: Ch: 2
T1: Ch:1.2
4 Newton Raphson method T2: Ch:7
R2: Ch: 2
T1: Ch:1.2
5 Giraffe’s Root Squaring method T2: Ch:7
R2: Ch: 2
Systems of Simultaneous Equations
6 Direct methods: T1: Ch:1.2

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 T2: Ch:7
Gauss-elimination and Gauss-Jordon methods
R2: Ch: 2
7 T1: Ch:1.2
Direct methods:
T2: Ch:7
LU decomposition method
R2: Ch: 2
T1: Ch:1.1
Iterative methods:
8 T2: Ch:2
Gauss-Jacobi and Gauss-Seidel methods.
R2: Ch: 3
Curve Fitting
R2: Ch: 10 &
9 Fittings of straight line and parabolic curve
R3: Ch:1
R2: Ch: 10 &
10 Fitting of exponential curve and other curves.
R3: Ch:1
Mid Term Examination
11-12 T1: Ch:2
Finite Differences, Interpolation
T2: Ch:3
techniques
R2: Ch: 4
13-14 Numerical differentiation T1: Ch:3
T2: Ch:4
R2: Ch: 5
15-16 Numerical Integration T1: Ch:3
T2: Ch:4
R2: Ch: 6
Numerical solution of ordinary differential T1: Ch:4&5
equation- single and multi-step methods for IVP. T2: Ch:5
17-20
R1: Ch: 6
R2: Ch: 7
End Term Examination

Important Note: The Course will not tolerate plagiarism, copying or active or passive
collaboration in this type of dishonest behavior in papers written by our students. This
penalty for plagiarism will be immediate failure of the course. Furthermore, the
Institute will initiate proceedings against the student that could lead to his/her
expulsion from the programme.