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MATH 523 Numerical Analysis I:
Algorithmic introduction to Scientific Computation


Fall 2007 Tentative schedule
No. Date Topics
01 08/27 Overview of Scientific Computing
02 08/29 Overview of Scientific Comp, Errors
03 08/31 Matrix decomposition, LU
04 09/05 Pivoting, Householder
05 09/10 Householder, QR
06 09/12 Iterative methods
07 09/14 Iterative methods
08 09/17 Eigenvalue, Power methods
09 09/24 QR, SVD
10 09/26 Interpolation
11 09/28 Interpolation, Splines
12 10/01 least square
13 10/03 FFT
14 10/05 Random numbers
15 10/08 Numerical quadrature
16 10/10 Gaussian quadrature
17 10/12 Monte Carlo
18 10/15 Adaptive quadrature
19 10/17 Newton
20 10/19 Quasi-Newton, Broyden
21 10/22 Line search
22 10/24 Conjugate gradient
23 10/26 Preconditioner
24 10/29 Simulated Annealing
25 10/31 Simulated Annealing
26 11/02 ODE: forward/backward Euler
27 11/05 Verlet, RK, Molecular Dynamics
28 11/07 Stiff solver, Finite difference
29 11/09 BVP: shooting
* 11/? Exam
30 11/11 BVP: Finite difference
31 11/12 BVP: finite element
32 11/14 BVP: finite element
33 11/16 Finite Difference for PDE
  Thanksgiving break, no class
34 11/26 Finite element for PDE, BVP
35 11/28 Finite diff, explicit marching
36 11/30 Finite diff, implicit marching
* 12/.. Special topics

   
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