Numerical methods from a user's point of view. Lagrange interpolation, splines. Integration: trapezoid, Romberg, Gauss, adaptive quadrature. Numerical solution of ordinary differential equations: explicit and implicit methods, multistep methods, Runge-Kutta and predictor-corrector methods, boundary value problems, eigenvalue problems. Systems of differential equations, stiffness. Emphasis is on the analysis of numerical methods for accuracy, stability, and convergence. Introduction to numerical solutions of partial differential equations. Von Neumann stability analysis. Alternating direction implicit methods, non-linear equations.
