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# G22.2112-001 (also G63.2043)

# Scientific Computing - Fall 2007

# Aaditya Rangan

Office hours: Wednesdays 3:00pm-5:00pm, or by appointment

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### Course Description:

This is a one semester graduate course,
which will introduce some of the basics of practical scientific
computing.

Topics will include:

- basic principles of numerical analysis (conditioning and
backwards stability).

- numerical linear algebra (conditioning, basic factorization
techniques and hopefully the conjugate gradient method).
- numerical methods for ordinary differential equations (polynomial
interpolation, quadrature, richardson extrapolation and linear
stability analysis).

- fourier transforms (FFT, convolutions, brief introduction to
spectral methods).
- numerical methods for stochastic differential equations (brief
introduction to stochastic calculus)

The prerequisites are calculus, linear
algebra, basic probability and statistics, and fluency in some computer
language (Matlab will do).

The syllabus, grading scheme and lecture
notes will be posted as they become available.