Numerical Methods and Scientific Computation

Spring 2014

Course Outline

This course introduces students to a variety of numerical methods and then applies these methods to solve a broad range of scientific problems. These problems include examples from physics as well as several other disciplines, including chemistry, mathematics, economics, and finance. Numerical techniques for solving problems expressed in terms of matrix, differential and integral equations will be developed. Other topics will include statistical sampling and Fourier and Laplace transforms. The course material and presentation will accommodate a range of scientific backgrounds.

Meeting times: Lectures will be held Monday, Wednesday and Friday at 2:00pm in O'Neil 254. The lab-section will contunue after the 1-hour lecture on Wednesday and Friday. The instructor and the TA will each schedule an office hour.

Instructor and TA

Jan Engelbrecht Bolun Chen
Higgins 330C Higgins 328

Required Text:

the essential material is in the online notes
may post some links to web useful resources

Additional Texts:

For help with c++ and Unix, students may also find consulting these references useful:

An Introduction to C++ and Numerical Methods by J. M. Ortega and A. S. Grimshaw.
Learning the UNIX Operating System by J. Peek, G. Todino and J. Strang.

To read up on a wide range of applications, students may wish to consult:

Scientific Computing, An introductory survey (2nd ed 2002) by B.H.Flowers (Oxford)
An Introduction to Numerical Methods in C++ (revised ed 2000) by B.H.Flowers (Oxford)
Numerical Recipes in C (2nd ed 1994) by W.H. Press, S.A. Teukolsky, W.T. Vetterling and B,P. Flannery
Computational Physics by N. J. Giordano.
An Introduction to Computer Simulation Methods by H. Gould and J. Tobochnik.
Fundamental Methods of Mathematical Economics by A. C. Chiang.

Web site: Current course information, homework assignments, etc. can be found on the course Web site:

Grading: Your grade will be comprised from three sources:

Quizzes: There will be occasional short quizzes. The quiz with the lowest grade will be dropped.

Homework: Routine homework assignments will be posted on the class Web site. A thorough understanding of the homework assignments will be essential for the quizzes, mid-terms and final. The labs could be used to discuss any difficulties with the assignments with the graders and the instructors.

Examinations: The final examination will be held Fri.~May 9 at 9:00 am in O'Neil 254.

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