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EP30.FSF1105 — Numerical Analysis | Chương trình đào tạo NEU

EP30.FSF1105 — Numerical Analysis

Credits
3
Self-study hours
90
Showing intake
K68-2026

Course description

This course provides an in‑depth introduction to the theory and application of numerical methods for solving mathematical problems encountered in scientific computing. Students study error analysis, numerical solutions of equations and systems, interpolation, numerical differentiation and integration, and numerical solutions of differential equations. Emphasis is placed on algorithmic understanding, accuracy, stability, and computational implementation.

Knowledge Objectives: Provide learners with fundamental knowledge of numerical methods for function approximation (including interpolation, uniform approximation, and least-squares approximation); methods for solving various types of equations (algebraic and transcendental equations, linear systems, Cauchy problems and boundary-value problems for ordinary differential equations, and partial differential equations); as well as numerical techniques for approximating derivatives and integrals.

Skills Objectives: Learners must master the theoretical foundations and be able to apply them creatively to solve common practical problems. They should develop algorithmic thinking and computational skills, including problem analysis, algorithm design, construction of detailed computational schemes, programming, and performing numerical experiments on a computer. Throughout the course, learners are required to complete several computational assignments involving numerical experimentation.

Course requirements

Requirements for taking final /terminal exams

Students are allowed to take the final exam/terminal exams (50%) if their attendance score (10%) reaches 5 points or more (on the scale of 10).

Requirements for attending classes

Students are responsible for attending all classes. In case of absence from school due to force majeure reasons, sufficient and reasonable proofs must be provided. For each absence, 1 point will be deducted 1 point. Students who miss any classes more than 3 times, with or without reason, will be considered as failing to complete the course and have to re-register.

Students will be awarded points for constructive comments these points are added to attendance points and group assignments.

Groups who do not submit the group work will receive a score of 0 (zero). Late submissions will be deducted for each day of late submission.

Requirements for in-class behaviour

The course is conducted on the principle of respecting learners and lecturers. Any behaviour that affects the teaching and learning process is strictly prohibited.

Students must come to class on time. Students who are late more than 10 minutes after class starts will not be allowed to attend the class. Do not make noise and affect others during the learning process.

Laptops and tablets are only used for the purpose of taking notes and calculating for lectures and exercises, absolutely forbidden to use for other purposes.

Detailed content

The course content is organized into five chapters: 

Chapter 1: Mathematical Preliminaries and Error Analysis 

Chapter 2: Solutions of Equations in One Variable 

Chapter 3: Interpolation and Polynomial Approximation 

Chapter 4: Numerical Differentiation and Integration 

Chapter 5: Initial-Value Problems for ODEs 

Lecturers

  • Le Thi Anh
  • Phung Minh Duc
  • Bui Quoc Hoan
  • Nguyen Duc Nam
  • Doan Trong Tuyen
  • Tong Thanh Trung

Teaching plan

Week 1

Introduction to the course
References
Syllabus
Activities
Lecturer introduces the course. Lecturer sets learning requirements. Lecturer instructs students to read documents. Lecturer instructs students to find documents. Lecturer instructs to group work. Lecturer divides students into working groups. Students read carefully the Syllabus provided.
Assessment
Criteria: Level of participation; Level of interaction; Quality of answers. Tools: Rubric 1

Week 1

Chapter 1: Mathematical Preliminaries and Error Analysis (Part I) Sections: 1.1 Review of Calculus 1.2 Round-off Errors and Computer Arithmetic
References
[1] Chapter 1 [2] Chapter 1 [3] Chapter 5
Activities
+ Calculus review; limits, continuity, derivatives (as needed). + Floating-point representation, machine epsilon, round-off error experiments.
Assessment
+ Short Quiz 1: Basic calculus concepts & round-off error + Lab Task: Compute machine epsilon & rounding effects

Week 2

Chapter 1: Mathematical Preliminaries and Error Analysis (Part II) Sections: 1.3 Algorithms and Convergence 1.4 Numerical Software
References
[1] Chapter 1 [2] Chapter 1 [3] Chapters 5, 6

Learning resources

  • Numerical Analysis — Richard L. Burden and J. Douglas Faires, Ninth Edition, 2011
  • Introduction to Numerical Analysis — J. Stoer, Bulirsch, Springer, 1999
  • Numerical methods: design — Greenbaum, T.P. Chartier, analysis and computer implementation of algorithms, 2012
Activities
+ Definitions of algorithms, convergence, error types. + Introduction to numerical software (Matlab/Python), algorithm stability.
Assessment
+ Homework 1: Convergence tests & simple algorithm analysis + In-class exercise: Check stability of a simple iterative process

Week 3

Chapter 2: Solutions of Equations in One Variable (Part I) Sections: 2.1 The Bisection Method 2.2 Fixed-Point Iteration
References
[1] Chapter 2 [2] Chapter 3 [3] Chapter 4
Activities
+ Convergence conditions; fixed-point theory. + Lab: Implement bisection & iteration.
Assessment
+ Quiz 2: Convergence of bisection & fixed-point iteration + Lab: Implement both methods for given equations

Week 4

Chapter 2: Solutions of Equations in One Variable (Part II) Sections: 2.3 Newton’s Method and Its Extensions 2.4 Error Analysis for Iterative Methods 2.5 Accelerating Convergence (optional if needed)
References
[1] Chapter 2 [2] Chapter 3 [3] Chapter 4
Activities
+ Newton, secant methods; convergence rate. + Assignment 1: root-finding methods.
Assessment
+ Homework 2: Newton & secant method derivations + Mini-Project 1: Compare convergence speed of bisection, Newton, secant

Week 5

Chapter 2 (Optional) + Chapter 3 Introduction Sections: 2.6 Zeros of Polynomials and Müller’s Method (optional) 2.7 Survey of Methods and Software 3.1 Interpolation and the Lagrange Polynomial
References
[1] Chapter 2 [2] Chapter 1 [3] Chapter 8
Activities
+ Polynomial root-finding introduction. + Lagrange interpolation.
Assessment
+ Quiz 3: Polynomial root methods + Lab: Construct Lagrange interpolants

Week 6

Chapter 3: Interpolation and Polynomial Approximation (Part I) Sections: 3.2 Data Approximation and Neville’s Method 3.3 Divided Differences
References
[1] Chapter 3 [2] Chapter 1 [3] Chapter 8
Activities
Construct Newton polynomials; divided-difference tables.
Assessment
+ Homework 3: Divided-difference table & error evaluation + In-class problem-solving: Switch between Lagrange & Newton forms

Week 7

Chapter 3: Interpolation (Part II) Sections: 3.4 Hermite Interpolation 3.5 Cubic Spline Interpolation 3.6 Parametric Curves (optional)
References
[1] Chapter 3 [2] Chapter 1 [3] Chapter 8
Activities
+ Natural/clamped spline construction. + Midterm Review.
Assessment
+ Midterm Exam (Weeks 1–6) + Lab: Implement cubic splines

Week 8

Midterm Exam
References
[1] Chapters 1 – 3
Activities
Test and evaluate students through multiple choice test/essay/group exercise
Assessment
Tools: Rubric 2

Week 8

Chapter 4: Numerical Differentiation and Integration (Part I) Sections: 4.1 Numerical Differentiation 4.2 Richardson’s Extrapolation
References
[1] Chapter 3 [2] Chapter 1, 2 [3] Chapter 9
Activities
Finite difference formulas; error amplification.
Assessment
+ Quiz 4: Differentiation formulas + Lab: Richardson extrapolation for improved accuracy

Week 9

Chapter 4: Numerical Integration (Part II) Sections: 4.3 Elements of Numerical Integration 4.4 Composite Numerical Integration
References
[1] Chapter 4 [2] Chapter 2 [3] Chapter 10
Activities
+ Trapezoidal and Simpson formulas; composite rules. + Assignment 2: integration methods.
Assessment
+ Homework 4: Composite Simpson and trapezoidal rules + In-class practice: Derive error bounds

Week 10

Chapter 4: Numerical Integration (Part III) Sections: 4.5 Romberg Integration 4.6 Adaptive Quadrature Methods 4.7 Gaussian Quadrature
References
[1] Chapter 4 [2] Chapter 2 [3] Chapter 10
Activities
+ Implement Romberg & Gaussian quadrature. + Lab: Gauss-Legendre rules.
Assessment
+ Quiz 5: Gaussian quadrature weights & nodes + Lab: Implement Romberg & Gaussian quadrature

Week 11

Chapter 5: Initial-Value Problems for ODEs (Part I) Sections: 5.1 Elementary Theory of IVPs 5.2 Euler’s Method 5.3 Higher-Order Taylor Methods
References
[1] Chapter 5 [2] Chapter 6 [3] Chapter 11
Activities
Local/global error; Taylor ODE solvers.
Assessment
+ Homework 5: Euler, modified Euler, Taylor methods + Lab: Implement Taylor ODE solver

Week 12

Chapter 5: IVPs (Part II) Sections: 5.4 Runge–Kutta Methods 5.5 Error Control and Runge–Kutta–Fehlberg Method
References
[1] Chapter 5 [2] Chapter 6 [3] Chapter 11
Activities
+ RK2, RK4; adaptive step size. + Assignment 3: RK vs. RKF.
Assessment
+ Quiz 6: Runge–Kutta formulations + Mini-Project 2: RK vs. RKF comparison on stiff & non-stiff IVPs

Week 13

Chapter 5: IVPs (Part III) Sections: 5.6 Multistep Methods 5.7 Variable Step-Size Multistep Methods 5.8 Extrapolation Methods
References
[1] Chapter 5 [2] Chapter 6 [3] Chapter 11
Activities
Adams–Bashforth/Moulton; multistep stability.
Assessment
+ Homework 6: Adams–Bashforth & Adams–Moulton + Lab: Milne–Simpson predictor–corrector

Week 14

Chapter 5: IVPs → BVPs Sections: 5.10 Stability 5.11 Stiff Differential Equations
References
[1] Chapter 5 [2] Chapter 6 [3] Chapter 13
Activities
+ Stability regions, stiffness. + Lab: shooting method for simple BVP.
Assessment
+ Quiz 7: Stability concepts for ODE methods + Lab: Solve a BVP using shooting or finite differences

Week 15

Final Week Topics: 5.12 Survey of Methods and Software + Summary of numerical methods + Final Exam Review / Project Presentations
References
[1] Chapter 5 [2] Chapter 6 [3] Chapter 11
Activities
+ Integration of concepts: accuracy, stability, convergence. + Submit final project or complete final assessment.
Assessment
Criteria: Level of participation; Level of interaction; Quality of answers. Tools: Rubric 1

Week 15

Review
References
[1] Chapters 1-5, chapter 7
Activities
Lecturer: + Announce the results of the process assessment + Troubleshooting + Summary of the main content of the course + Study guide and final exam Students ask questions and discuss
Assessment
Criteria: Level of participation; Level of interaction; Quality of answers. Tools: Rubric 1

Week 16

Final exam
Activities
Students take exams according to the given schedule
Assessment
Criteria: According to the final exam requirement Tools: Rubric 2