NETMaths

Numerical Analysis

1. Root finding: bisection, Newton–Raphson, fixed point, order of convergence

Exam focus: Order of convergence is the whole topic: bisection 1, secant φ ≈ 1.618, Newton 2 (but only 1 at a multiple root), fixed point 1 unless g′(r) = 0.

Lec-26 Solution of Non-linear Equations

NPTEL · Elementary Numerical Analysis

Bisection, fixed point and Newton in one place.

Lec-27 Quadratic Convergence of Newton's Method

NPTEL · Elementary Numerical Analysis

Why Newton is quadratic — and only at simple roots.

2. Interpolation and numerical integration with error terms

Exam focus: Degree of precision is the key number: trapezoidal 1, Simpson 3, n-point Gauss 2n−1. Interpolation error carries f⁽ⁿ⁺¹⁾/(n+1)! times the node product.

Lec-03 Interpolating Polynomials

NPTEL · Elementary Numerical Analysis

Lec-05 Error in the Interpolating polynomial

NPTEL · Elementary Numerical Analysis

The f⁽ⁿ⁺¹⁾/(n+1)! error term.

Lec-10 Numerical Integration: Basic Rules

NPTEL · Elementary Numerical Analysis

Trapezoidal and Simpson, with degrees of precision.

Lec-12 Gauss 2-point Rule: Construction

NPTEL · Elementary Numerical Analysis

Why n Gauss points achieve degree 2n − 1.

3. Numerical ODE: Euler, Runge–Kutta

Exam focus: Know the local vs global order (Euler: local O(h²), global O(h)), the RK2 order conditions, and the stability interval for Euler applied to y′ = λy.

Lec-02 Single - Step Methods for IVPs

NPTEL · Numerical Methods of ODE and PDE

Euler and the local-vs-global order distinction.

Lec-04 Runge - Kutta Methods for IVPs

NPTEL · Numerical Methods of ODE and PDE

Where the RK2 order conditions come from.

Lec-06 Error - Stability - Convergence of Single Step Methods

NPTEL · Numerical Methods of ODE and PDE

Stability regions — why explicit Euler needs a small step.