CSE401

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Numerical Analysis, Simulation and Modeling

3 Credit Hour Course

Intended For Level 4 Term 1 Students

Prerequisite:

Introduction to Numerical Analysis, approximations, round-off errors, truncation errors; Visualization and plotting; Root finding: bisection method, false position method, Newton-Raphson method, Bairstow’s method; Solution of systems of equations: Gauss elimination method, Gauss-Jordan elimination method, LU decomposition; Eigenvalue decomposition: power method, QR method: Optimization: golden-section search, Newton’s method, gradient methods, constrained optimization; Curve fitting, interpolation and approximation: least squares regression, linear interpolation, Lagrange polynomial interpolation, Newton’s polynomial interpolation, spline interpolation; Numerical integration and differentiation: Newton-Cotes integration, trapezoidal rule, Simpson’s rule, Romberg’s integration, Richardson’s extrapolation; Solution of ordinary differential equations: Euler’s method, Runge-Kutta methods, finite difference methods; Modeling with linear and differential equations; Introduction to simulation and modeling, Discrete event simulation models; Steps in a simulation study; Model validation and verification; Random number generation; Monte Carlo methods: Metropolis-Hastings algorithm