Times

This course is offered about once per year on a rotating basis. I last taught the class in the spring of 2015.

Topics

• Finding roots: Given some function $f$, find $x$ such that $f(x) = 0$.
• Optimization: For example, given an objective function $f$, solve $\min_x f(x)$.
• Interpolation, splines best approximation, integration: For example, given some measurements $y_1, y_2, …,y_n$ at locations $x_1,x_2,…,x_n$, find a function $p$ such that $p(x_i) = y_i$ for all $i$.
• Integration: Given some function $f$, approximate $\int_a^b f(x) dx$.
• Ordinary differential equations (ODEs)

Prerequisites

Math 515.

Literature

No specific book is required for this course. Two excellent books you can use as references are:

• A First Course in Numerical Methods, U. Asher and C. Greif, SIAM 2011
• Scientific Computing with Case Studies, D.P. O’Leary, SIAM, 2009