Scientific Computing
G22.2112-001/G63.2043
Computer Science/Mathematics
Spring 2004

Instructor. Prof. Yu Chen, Warren Weaver Hall (Ciww), Room 1126. Tel: 998-3285, yuchen@cims.nyu.edu

TA. Ms. Xuemin Tu, Warren Weaver Hall (Ciww), Room 710. Tel: 998-3261, xuemin@math1.cims.nyu.edu

Class Mailing List. g22_2112_001_sp04@cs.nyu.edu subscribe to mailing list
There is also an email-based interface; you can get info about using it by sending a message to: g22_2112_001_sp01-request@cs.nyu.edu, with the word `help' as subject of the email

Homework and project schedule

Class Time.
Lecture: 7:10 p.m.-9:00 p.m., Thur., room 1302, Warren Weaver Hall (Ciww)
Number of lectures: 14
First meeting: Thursday, January 22.
Last day of class: Thursday, April 29.
Spring break: March 14--21; no class on March 18.

Office Hours. Chen: Wed 3-5pm; TA: Tue 3-5pm; and by appointment.
Prerequisite. multivariate calculus, linear algebra, and programming with Matlab.
Required Text. Scientific computing, an introductory survey, Michael T.Heath, 2nd Edition, 2002.

Syllabus. The course will cover basic principles and useful algorithms essential for numerical applications in the physical and biological sciences, engineering and finance. It is intended for students familiar with a particular application area but not necessarily with numerical computing. Students learn techniques for problem solving by implementing Matlab programs. We will consider the following topics:

  1. General concepts in numerical calculations - stability, accuracy
  2. Numerical linear algebra
  3. Solution of nonlinear equations
  4. Interpolation and applied approximation theory
  5. Numerical differentiation and integration
  6. Data fitting and optimization.
  7. Initial and boundary value problems for differential equations
Exams, Assignments, and Grading. This is a hands-on course, and a typical HW has a mixture of problems from the text and programming assignments. There'll be about 10 HW assignments, and a midterm brought-home project. There is no final exam. There are three grades: Plus, Ok, and Minus for each HW assignment. By Ok, we mean that the HW was done properly, pretty good, satisfactory. Plus means outstanding in understanding, conciseness and clarity in presenting the answers.

Reference Texts.

  1. Numerical Analysis in Modern Scientific Computing, P. Deuflhard and A. Hohmann
  2. An introduction to Numerical analysis, G. Strang and G. J. Fix
  3. Analysis of numerical methods, E. Isaacson and H. Keller
  4. Numerical methods, G. Dahlquist and A. Bjorck

yuchen@cims.nyu.edu (Yu Chen)
Last modified: January 16, 2004