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Second year

Numerical Calculus

Numerical calculus: floating-point errors, solving equations and linear systems, interpolation, numerical integration and the algorithms behind them.

10 articles

Course syllabus

9 topics, in course order

100%complete

9 of 9 topics have a complete lesson

  1. 1 Floating-point arithmetic, errors and conditioning
  2. 2 Root finding for nonlinear equations
  3. 3 Numerical linear algebra: direct and iterative methods
  4. 4 Interpolation and splines
  5. 5 Least squares approximation
  6. 6 Numerical integration
  7. 7 Numerical solution of ODEs
  8. 8 Finite differences for PDEs In depth: Finite differences for hyperbolic equations: upwind, Lax-Wendroff and the CFL condition
  9. 9 DFT and FFT