Friday, December 28, 2012

18.330 Introduction to Numerical Analysis (MIT)

On its, the MIT has published the new version of the undergraduate course 18.330 Introduction to Numerical Analysis, dated of Spring 2012.

A good grasp of calculus, differential equations and linear algebra is required to fully enjoy it.

The topics covered are:
  • Series expansions: from calculus to computation
  • Integrals as sums and derivatives as differences
  • Interpolation, splines, and a second look at numerical calculus
  • Numerical methods for ODE, initial-value problems
  • Root finding, Newton's method, boundary-value problems
  • Fourier transform, Fourier series, Shannon sampling theory
  • Bandlimited interpolation, spectral methods
  • Least-squares approximation
  • Principal component analysis

Numerical Analysis is the underpinning of modelisation and simulation ,  at the heart of modern physics and engineering fields.

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