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Course objective

"Numerical methods are used frequently in all areas of science, such as fluid dynamics, meteorology and financial risk management. Moreover, techniques from numerical analysis play an important role in mathematical research on differential equations, stochastics, optimization, etcetera. We focus on the main numerical methods from modern-day analysis and scientific computing."

-Shane Kepley, Numerical Methods course professor at Vrije Universiteit, Amsterdam.


Course Syllabus

  • The list of subjects includes:

    • error analysis
    • systems of nonlinear equations
    • eigenvalue problems
    • least square methods
    • fast Fourier transform
    • ordinary (and partial) differential equations.
  • Applications includes:

    • phone number recognition
    • Google/Page rank algorithm
    • data analysis
    • curve following
    • planet motions

Bibliography

  • Lecture Notes.
  • "Scientific Computing with MATLAB" by Quarteroni and Saleri, ISBN 978-3-642-59339-0.
  • "An Introduction to Numerical Analysis" by Süli and Mayers, Cambridge University Press, ISBN: 9780511801181.