1 / 6

S17: Introduction to Numerical Methods

S17: Introduction to Numerical Methods. TT 2008 Lecture 1 Numerical aspects of computing. Reasons to study. “Solve” problems with no analytic solution Non-linear equations Complex behaviors Understand these methods Gain familiarity with common algorithms

nuncio
Download Presentation

S17: Introduction to Numerical Methods

An Image/Link below is provided (as is) to download presentation Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author. Content is provided to you AS IS for your information and personal use only. Download presentation by click this link. While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server. During download, if you can't get a presentation, the file might be deleted by the publisher.

E N D

Presentation Transcript

  1. S17: Introduction toNumerical Methods TT 2008 Lecture 1 Numerical aspects of computing

  2. Reasons to study • “Solve” problems with no analytic solution • Non-linear equations • Complex behaviors • Understand these methods • Gain familiarity with common algorithms • Computing realities and calculations in principle • How they can be improved • How they can fail • Numerical methods shouldn’t be used blindly

  3. Introduction, numerical aspects of computing Finding roots of equations Curve fitting Matrix algebra Eigensystems Numerical integration Fourier series Ordinary differential equations Partial differential equations Monte Carlo methods Monte Carlo integration Homework and revision Course outline

  4. Lectures • Week 1: W Th F 2pm • Week 2: W Th F 2pm • Week 3: no lectures • Week 4: Th F 2pm (no Wednesday) • Week 5: W Th F 2pm

  5. Resources • http://www-pnp.physics.ox.ac.uk/~tseng/teaching/s17/index.html • My main resource: R.L. Burden, J.D. Faires, Numerical Methods, 3rd ed., Boston: Prindle, Weber & Schmidt, 1985. • More mathematical: S.D. Conte, Carl de Boor, Elementary Numerical Analysis: An Algorithmic Approach, New York: McGraw-Hill, 1980. • Koonin and Meredith, Computational Physics • Kalos and Whitlock, Monte Carlo Methods, vol. 1. • Veterling, Numerical Recipes • Devroye, Non-Uniform Random Variate Generation http://cg.scs.carleton.ca/~luc/rnbookindex.html • http://www-teaching.physics.ox.ac.uk/computing/NumericalMethods/nummethods.html • Lecture notes from 2005 • Online courses • Problem sets (will be augmented occasionally)

  6. Next lecture • Thursday 2pm, same location • Solving non-linear equations

More Related