18.330: Intro to Numerical Analysis (Spring 2019)

To view the Jupyter notebooks from class online, click on the links below:

Lecture 01: Invitation, Infinite Sums

Lecture 02: Numerical Quadrature

Lecture 03: Solving ODEs

Lecture 03a: The Big-O notation

Lecture 04: Machine Arithmetic

Lecture 05: Numerical Differentiation

Lecture 06: Boundary Value Problems

Lecture 07: Richardson Extrapolation

Lecture 08: Root Finding

Lecture 09: Numerical Optimization

Lecture 10: Roots vs Extrema

Lecture 11: Numerical Linear Algebra

Lecture 12: Eigenvalues and Eigenvectors

Lecture 13: Monte Carlo Integration

Lecture 14: Fourier Analysis I

Lecture 15: Fourier Analysis II

Lecture 16: The Discrete Fourier Transform

Lecture 17: The Fast Fourier Transform

Lecture 18: Clenshaw-Curtis Quadrature

Lecture 19: Function Interpolation

Lecture 20: Chebyshev methods

Lecture 21: Gauss Quadrature

Lecture 22: Ewald Summation

Extra Notebook: Solving a simple PDE with finite differences and using a spectral method