WEEK |
DATE |
TOPICS |
1 |
1/20 |
Scientific Computing - Goals and Fundamentals (Chap 1) |
| |
- floating point arithmetic
- relative error
- conditioning vs stability: backward error vs forward error
- truncation error vs rounding error.
|
2 |
1/25 |
Scalar Nonlinear Equs (Chap 5, secs 1, (2), 4 ?) |
| |
- Existence and Uniqueness
- Sensitivity and Conditioning. backward error vs forward error
- Methods: Bisection, Newton, Secant.
- HW0 due Wed Jan 27
|
3 |
2/01 |
... Nonlinear equations continued |
| |
- General Fixed Point Methods.
- Convergence Rates and Stopping Criteria
|
... | ... | Systems of Linear Equations (Chap 2, secs 1-4, up to 2.4.7) |
| |
- Existence and Uniqueness
- Norms.
|
4 |
2/08 |
... Linear equations continued |
| |
- Sensitivity and Conditioning.
- Methods: Gaussian Elimination and Back Substitution.
|
5 |
2/15 |
Nonlinear Equations -- Systems (Chap 5, secs 4-6) |
| |
- HW1 due Mon Feb 15.
- Partial Derivatives: gradients, Jacobians.
- Fixed Point Methods. Newton's method.
|
6 |
2/22 |
Polynomial Interpolation (Chap. 7, secs 1-3) |
| |
- Existence and Uniqueness
- Methods: undetermined coefs.
|
6 |
2/22 |
Enhanced Homework I (out Monday, due Tuesday). |
| | |
7 |
3/01 |
... Interpolation continued |
| |
- Methods: Lagrange polynomials. divided differences.
|
... | ... | Splines (Chap 7. sec 4) |
| |
- Piecewise polynomial interpolation: splines.
- Two-dimensional interpolation/splines (from notes).
|
8 |
3/08 |
Linear Least Squares (Chap 3, secs 1, 2) |
| |
- HW2 due Mon Mar 08.
- Existence and Uniqueness
- Normal equations.
- Projections.
|
... | ... | Unconstrained Optimization Problems (Chap 6, esp. secs 1-5)
- Existence and Uniqueness: coercive and convex functions
- Conditioning
- First & second order conditions for optimality in 1D, gradients, Hessians.
- One-dimension: Golden Section Search.
|
9 |
3/15 |
... Unconstrained Optimization continued (multi-dimensional) |
| |
- First & second order conditions for optimality (multi-dim): gradients, Hessians.
- Conditioning
- Multi-dimensional methods: steepest descent, Newton, BFGS.
- Line Search
|
10 |
3/22 |
Constrained Optimization Problems (Chap 6, sec 7) |
| |
- HW3 due Mon Mar 22.
- Equality constraints, inequality constraints
- First Order conditions for optimality: KKT conditions
|
11 |
3/29 |
Constrained Optimization Problems (Chap 6, sec 7) |
| |
- Penalty & barrier methods. (maybe dual ascent methods?)
- Linear Programs.
|
10 |
3/29 |
Enhanced Homework II (out Monday, due Tuesday). |
| | |
=== |
4/05 |
Spring Break |
| |
- Romp in the virtual sand.
|
12 |
4/12 |
Numerical Integration and Quadrature (Chap 8, secs 1-4,7) |
| |
- HW4 due Mon Apr 19
- Existence and Uniqueness
- Numerical Quadrature (equally-spaced points).
- Adaptive Quadrature
- Richardson Extrapolation: Romberg.
|
13 |
4/19 |
Initial Val. Probs. for Ord. Diff. Equs |
| |
- Existence and Uniqueness, stability of solutions
- Linear ODEs
- Methods: Euler, Backward Euler.
|
14 |
4/26 |
... ODEs continued |
| |
- HW5 due Wed Apr 28.
- Accuracy and Stability: local vs global truncation error
- Runge-Kutta Methods
|
15 |
5/03 |
Enhanced Homework III (out Monday, due Tuesday). |
| | |
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