Numerical Computing, Course Information


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Course name Numerical Computing, V22.0421.001
Offering Spring, 2002
Time 9:30-10:45 am, Tuesday and Thursday.
Place Room 101, Warren Weaver Hall (Ciww)
Teacher Professor Yu Chen, Office: Ciww 1126,
Phone: (212)998-3285, Email:
Office hours 3 - 5 p.m. Tuesdays, and by appointment.
Prerequisite linear algebra, V22.0202, and programming in Matlab
Textbook Scientific computing, an introductory survey, 2nd Edition, 2002
by Michael T.Heath
Homework and projects Every week. No late homework.
Grading On homework/project (40%), and midterm/final exams (30%/30%)
Last day of classes Thursday, May 2


The course will cover basic principles and useful algorithms essential for numerical applications in sciences, engineering and finance. It is intended for students with solid mathematical skills: a good knowledge in Linear algebra and programming in Matlab are essential. 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. Data fitting and optimization.
  6. Initial and boundary value problems for differential equations
  7. Rondom number generation.