SIX ADVANCED TOPICS IN NUMERICAL ANALYSIS

CSCI-GA.2945-001 / MATH-GA.2011-001

Professor Nick Trefethen

This six-week course will be structured in an unusual way. Each of our six meetings will be independent. At each meeting, the first hour will be a lecture aimed at anyone interested in numerical analysis at a high level, organized around a well-known topic and mixing historical perspectives, recent developments, and always some new mathematics. The second hour will be for enrolled students only, a hands-on work session making use of Chebfun.


Some topics to be included in the lectures.

  1. Gaussian elimination
  2. Random functions and random differential equations
  3. Chebyshev series
  4. Rational functions
  5. Quadrature
  6. ODEs