Lecture Schedule

Lectures are Tuesdays and Thursdays, 9:30am-11:00am, in DMP 201.

This is only approximate. As they become available there will be links to the slides (both PowerPoint and PDF).

Please note that the "print" script on the CS machines may strip out math fonts from the PDF, so you may want to use "pdf2ps" to manually convert to postscript before printing.

Date Topic Work
September 12 Introduction; floating point (pdf)
September 14 Interpolation in 1D; Radial Basis Functions (pdf)
September 19 Introduction to numerical linear algebra (pdf) Assignment 1 out
September 21 LU, Cholesky, Least Squares (pdf)
September 26 QR, Moving Least Squares (pdf)
September 28 PCA, SVD, Eigenproblems (pdf)
October 3 Solving the Symmetric Eigenproblem (pdf)
October 5 Time integration (pdf) Assignment 1 due
October 10 More time integration
October 12 More time integration
October 17 Solving nonlinear systems, Symplectic time integration (pdf)
October 19 The fast multipole method
October 24 The poisson problem
October 26 Finite differences
October 31 Finite elements
November 2 Mesh generation
November 7 Mesh generation
November 9 Sparse linear systems
November 14 Sparse linear systems
November 16 Hyperbolic PDEs
November 21 Finite volumes
November 23 Upwind discretization
November 28 High resolution methods
November 30 Review