Scientific Computing, Course Information


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Course name Scientific Computing, G22.2112-001/G63.2043
Offering Spring, 2001
Time 7:10 p.m.-9:00 p.m., Thursday
Place Room 101, Warren Weaver Hall (Ciww)
Teacher Professor Yu Chen, Office: Ciww 1126,
Phone: (212)998-3285, Email:
Office hours 4:00 p.m. - 6:00 p.m. Thursday, and by appointment.
Prerequisite calculus, linear algebra, and programming with Matlab
Textbook Numerical Methods Using Matlab, 2nd Edition, 1999
by G. Lindfield and J. Penny
Homework and projects Every week or two weeks. No late homework.
Grading Students will be graded on homework and projects,
particularly on programming assignments
Last day of classes Thursday, April 26


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. Topics will include

  1. General concepts in numerical calculations - stability, accuracy
  2. Numerical linear algebra
  3. Solution of nonlinear equations
  4. Numerical differentiation and integration
  5. Initial and boundary value problems for differential equations
  6. Data fitting and optimization.
  7. Monte Carlo Methods.