## COURSE DESCRIPTION

This is a one semester graduate course covering the basics of practical scientific computing for mathematicians, computer scientists, physical scientists, and finance. Topics range from basic mathematical principles and algorithms of numerical analysis to practical issues of software reliability and performance on modern computers. Prerequisites: multivariate calculus, linear algebra, programming experience. The class will be expected to use both a higher level language and a visualization package such as Matlab.

## CLASS COMMUNICATION

Class communication will be on the NYU Blackboard system. Always check the MEssage board before starting homework for the latest corrections, hints, class discussion, etc. Use your netid to log on to the NYU Home site, then click "Academics", then "Scientific Computing" to get to the class site. Once there, click "COmmunication", Discussion Board" to get to the Message board. Please post all questions and comments on the message board. Only email me for individual issues such as grading.

## BASIC INFORMATION

LECTURE NOTES: Principles ofScientific Computing

by Jonathan Goodman

(on-line notes, see below)

RESERVE READING:

Scientific Computing, by Michael Heath

(will be in the 12th floor WWH library)

HOMEWORK: The intent is to have a weekly programming assignments to complement the lectures, but the schedule invariably slips. FINAL EXAM: Wed. Dec. 20, 5-6:50PM, Room 1302 TA INFO:

Tom Bringley, email: bringley@cims.nyu.edu

PROFESSOR INFO:

WWH 1130, (212) 998-3305, Hours: immediately after class or drop by.

email: berger@cims.nyu.edu

- Sources of Error

- Local Analysis

- Linear Algebra I: Theory and Conditioning

(new version posted Thursday Oct. 12) - Linear Algebra II: Algorithms

- Nonlinear Equations and Optimization

- Approximating Functions

- Dynamics and Differential Equations

- Monte Carlo methods

- Homework 1: Given Sept. 6; Due Sept. 13
- Homework 2: Given Sept. 13; Due Sept. 20
- Homework 3: Given Sept. 20; Due Oct. 4
- Homework 4: Given Oct. 4; Due Oct.18
- Homework 5: First part given Oct. 25; Due Nov.1
- Program 5: Given Nov. 1; Due Nov.8
- Homework 6: Given Nov. 22; Due Dec.6 (Download updated version of chapter 7 on Approximating Functions)
- Homework 7: Due Dec.22 (Download updated version of chapter 8 on Monte Carlo methods)