
Content
|
 |

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 |
|
 |