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Interdisciplinary Ph.D. Program in Computational Analysis and Modeling (CAM)::Qualifying Exams::Numerical Analysis
Preliminaries
Round-off errors and computer arithmetic, algorithms and convergence
Solutions of Equations in One Variables
Bisection method, fixed-point iteration, the Newton-Raphson method, error analysis for iteration methods, accelerating convergence, zeros of polynomials and Muller's method
Interpolation and Polynomial Approximation
Interpolation and the Lagrange polynomial, divided differences, Hermite interpolation, cubic spline interpolation
Numerical Differentiation and Integration
Numerical differentiation, Richardson's extrapolation, element of numerical intergration, composite numerical integration, Gaussian quadrature
Initial-Value Problems for ODEs
Elementary theory of initial value problems, Euler's method, higher-order Taylor methods, Runge-Kutta method, multistep methods, higher-order equations and systems of differential equations
Methods for Solving Linear Systems
Gaussian elimination (including pivoting strategies), matrix factorization, iterative techniques (including Jacobi's, GS, SOR) and error estimate
Approximation
Least square approximation, Orthogonal polynomials, Chebyshev polynomials, rational function approximation, trigonometric polynomial approximation
Approximating Eigenvalues
Eigenvalue and eigenvectors, power methods
Numerical Solutions of Nonlinear Systems of Equations
Fixed points for functions of several variables, Newton's method
Boundary Value Problems for ODEs
The linear shooting method, finite difference methods for linear problems
REFERENCES
Burden, Richard L. and Faires, Douglas J., Numerical Analysis, 5th ed., PWS-KENT publishing company, 1993.
SAMPLE TEST
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