Friday, December 28, 2012

18.330 Introduction to Numerical Analysis (MIT)

On its http://ocw.mit.edu, 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.