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
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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

**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:

- General concepts in numerical calculations - stability, accuracy
- Numerical linear algebra
- Solution of nonlinear equations
- Interpolation and applied approximation theory
- Numerical differentiation and integration
- Data fitting and optimization.
- Initial and boundary value problems for differential equations

**Reference Texts.**

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

yuchen@cims.nyu.edu (Yu Chen)

Last modified: January 16, 2004