G22.2112-001 (also G63.2043)
Scientific Computing - Fall 2007
Office hours: Wednesdays 3:00pm-5:00pm, or by appointment
This is a one semester graduate course,
which will introduce some of the basics of practical scientific
Topics will include:
- basic principles of numerical analysis (conditioning and
- 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
- fourier transforms (FFT, convolutions, brief introduction to
- 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.