INTEGRATED PROGRAMME IN MANAGEMENT (IPM)

AY2023-24 BATCH: 2022-27 TERM: IV

TITLE OF THE COURSE: NUMERICAL ANALYSIS

CREDITS: 6

Name of the Faculty Faculty Blok/ Email Telephone

Room No. Number
Aditya Maheshwari J-204 [email protected] +91-731-2439414

CONSULTATION TIME FOR STUDENTS

Name of the Faculty Timing
Aditya Maheshwari By prior appointment

COURSE DESCRIPTION

This course presents an introduction to numerical analysis. Numerical methods with the
practical objective of obtaining an approximate solution to various problems are presented.
This course will enable the participants to apply numerical techniques in practical problems.

COURSE OBJECTIVES

1) Learning error analysis.

2) Learning methodological tools for Numerical Analysis, such as, numerical interpolation, numerical
differentiation, numerical integration, solution of system of linear equation, and etc.

3) Implementing the methodology using software.

4) Learning about importance of Numerical Analysis in business and industry world.

PEDAGOGY/TEACHING METHOD:

Mix of lectures, classroom-problem solving sessions and tests and home assignments.

Expected Learning Outcomes and Associated Measures

At the end of the course student is expected to accomplish the following learning outcomes
(CLO). Alignment of CLO with the Program Level Goals & Objectives and Assessment of
the learning outcomes of the course is presented below.

Course Learning Outcome Program Level Goals/ Assessment Tool(s)

Outcome

1. To enable students to PLG 3. Demonstrates Embedded Question in

understand the concepts of knowledge of basic Quiz(s)/Mid-Term/End-
probability theory and its foundations of Management Term Examinations.
application in solving Studies
problems.

3.1. Acquires analytical

rigour through Mathematics
and Statistics

TEXT BOOK FOR THE COURSE

[SG] Baskar, S. and S. Ganesh, S. S. (2013). Introduction to Numerical Analysis.
Lecture notes.

REFERENCE/SUPPLEMENTARY BOOK

EVALUATION

Individual Component Group Component Weightage

Quizzes (2) 30
Mid-term examination 30
End-term examination 40
Total 100%

ACADEMIC DISHONESTY

IIM Indore believes in Academic honesty.

Academic dishonesty or misconduct is cheating that relates to an academic activity. It is a violation of trust
between the Institute and its stakeholders. Plagiarism, fabrication, deception, cheating and sabotage are
examples of unacceptable academic conduct. Please consult the Programme manual for the section on
academic dishonesty.
SCHEDULE OF SESSIONS

Module I : Introduction to Numerical Analysis methods

Module Objective: Learn why numerical analysis is necessary and learn about tools to perform numerical
analysis.
Session 1 - 2 Mathematical Preliminaries

Objective: Review of basic concepts of calculus and linear algebra which will be used
in this course.
Reading: Lecture notes.

Session 3 Mathematical Preliminaries continued

Objective: Taylor series and rate of convergence.

Reading: Lecture notes.

Session 4-5 Floating-point representation of numbers and computer arithmetic

Objective: Learning floating-point representation of numbers and its arithmetic

Reading: Lecture notes.

Session 6-7 Error Analysis

Objective: Types of error and propagation of error

Reading: Lecture notes.

Module II Numerical linear algebra and solution of non-linear equations

Module Objective: Learn to solve linear and non-linear equations numerically.

 Session 8 - 9 Methods for solving system of linear equations

Objective: Direct methods – Gaussian Elimination Method, Modified Gaussian

Elimination method, LU factorization. Iterative methods – Jacobi method,
Gauss-Seidel Method.

Reading: Lecture notes.

Session 10-11 Methods for solving system of linear equations

Objective: Matrix norms and conditional number.

Reading: Lecture notes.

Session 12 -13 Methods for solving non-linear equations

Objective: Bisection method, Regula-falsi method, Secant method

Reading: Lecture notes.

Session 14-15 Methods for solving non-linear equations

Objective: Newton-Raphson method and its application.

Reading: Lecture notes.

Session 16 Practical session

Objective: Learning to solve the methods in this module using R

Reading: Notes provided by the instructor

Module III Numerical interpolation, numerical integration and numerical differentiation

Module Objective: Learn methods of computing interpolating function, numerical integration and
differentiation.
 Session 17-18 Interpolation

Objective: Polynomial interpolation – Lagrange’s and Newton’s form.

Reading: Lecture notes.

Session 19-20 Interpolation

Objective: Newton’s divided difference formula and error in polynomial interpolation.

Reading: Lecture notes.

Session 21-22 Numerical integration

Objective: Rectangular rule, Trapezoidal rule, Simpson’s method.

Reading: Lecture notes.

Session 23 -24 Numerical differentiation

Objective: Numerical differentiation. Error in numerical integration and differentiation.

Reading: Lecture notes.

Session 25 Practical session

Objective: Learning to solve the methods in this module using R

Reading: Lecture notes.

Module IV Numerical ordinary differential equations

Module Objective: Learn numerical analysis methods in problems from ordinary

differential equations.
 Session 26-27 Methods for solving system of linear equations

Objective: Euler’s method, Modified Euler’s method.

Reading: Lecture notes.

Session 28-29 Methods for solving system of linear equations

Objective: Runge-Kutta method and its application.

Reading: Lecture notes.

Session 30 Practical session

Objective: Learning to solve the methods in this module using R

Reading: Lecture notes.

Please indicate the changes made in the course outline based on the measurement of
assurance of learning (closing the loop)/student feedback:

Please give the details of the book if students need to buy the book
Author Title Publisher Edition Remarks, if any

Additional Readings

NIL

******