Course Outline:

      Solution of nonlinear equations
     Methods for Solving  Systems of Linear Equations
     Approximation
     Numerical Differentiation and Integration
     Integration using Monte Carlo techniques
     Numerical methods for Ordinary Differential Equations (ODE)
     Numerical methods for Stochastic Differential equations (SDE)

TENTATIVE SYLLABUS)

       Week 1  1.1,1.2;  2.2,2.3; 3.1, 3.2

     Week 2  3.3, 3.4,3.6; 4.1

     Week 3  4.2,4.3

     Week 4  4.4, 4.6

     Week 5  4.6,4.7,5.1

     Week 6  5.2,5.3,6.1

     Week 7 6.1, 6.2, 6.3,6.4,6.8, Regression

     Week 8 Regression, 7.1, 7.2, 7.3

     Week 9 7.4, 7.5 , Monte -Carlo quadrature

     Week 10 Monte-Carlo quadrature (handouts distributed)

     Week 11 8.1,8.2, 8.3

     Week 12

     Week 13

     Week 14

     Week 15