Contents |
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Course Title
Introduction to Scientific Computing II
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Course Code
IAM 562
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Credit
(3-0)3
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Prerequisites
Consent of the instructor
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Content
Coursework and computer lab with MATLAB.
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Aims
The objective of this course is to provide students mathematical foundations of numerical methods to analyze their stability, accuracy and computational complexity and demonstrate their performance by examples.
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Learning Outcomes
At the end of this course students should be able to tackle problems of real phenomena in science, engineering and finance using scientific computing tools.
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Suggested Textbooks
- M.T. Heat, “Scientific Computing”, McGraw Hill, 2002, Q183.9.H4
- A.Quarterioni, R. Sacco, F. Saleri, “Numerical Mathematics”,Springer, 2000, QA297.Q83
- G.W. Stewart, After Notes goes to Graduate School”, SIAM, 1998, QA 297, S784
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Outline
- 1.week: Nonlinear equations
- 2.week: Nonlinear equations
- 3. week: Nonlinear equations
- 4.week: Interpolation and Approximation
- 5.week: Interpolation and Approximation
- 6.week: Numerical quadrature
- 7.week: Numerical quadrature
- 8.week: Initial value problems for ODEs
- 9.week: Initial value problems for ODEs
- 10.week: Boundary value problems for ODEs
- 11.week: Finite Difference Methods for PDEs
- 12.week: Finite Difference Methods for PDEs
- 13.week: Fast Fourier transform
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Resources
MATLAB 6.1