Annotated Reading List Week 10
This reading list will provide a list of
material to read to keep up in the course. The list will contain options, where
you may read one of several treatments of the same material.
The
list:
Key:
Ell = Randy Ellis, Scientific
Computing Notes
Rec = Gerald
Recktenwald, Numerical Methods with
Matlab
Mol = Cleve Moler, Numerical
Computing with Matlab
Week
10:
Topics:- Gaussian Quadrature,
Euler's method for solving differential
equations.
The Ell notes covers
Gaussian quadrature very tersely in class 22. Class 23 of Ell is on Euler's
method and cover's the topic more or less in the same way that I did today.
A more thorough treatment of
Gaussian quadrature is done in Rec, section 11.3, however, some of it does not
pertain to the material I covered this term. In particular section 11.3.4 on
computing the nodes and weights can be skipped. You will need to read section
11.3.5 on composite Gaussian quadrature (also known as Gauss Legendre
quadrature) to do one of the homework questions. I will go over this with you
when we do the solutions to the homework next week. Rec. chapter 12 section 12.1
and 12.2 deal with numerical integration of differential equations and Euler's
method. You may want to read the Summary at the end of chapter 12 to get an idea
of some of the other algorithms that are used.
Mol is silent on the subject
of Gaussian quadrature. As for Euler's method section 7.4 describes it as well
as some other so called single step methods. However, most of the rest of Mol
chapter 7 is beyond the scope of this course.
Posted: Fri - November 18, 2005 at 03:45 PM