G22.2112-001/G63.2043

Graduate Division

Computer Science/Mathematics

Spring 2001

**Instructor.** Prof. Yu Chen, Warren Weaver Hall (Ciww), Room 1126.
Tel: 998-3285, yuchen@cims.nyu.edu

**Class Mailing List.** g22_2112_001_sp01@cs.nyu.edu
subscribe to mailing list

There is also an email-based interface; you can get info about using
it by sending a message with just the word `help' as subject or in the
body, to: g22_2112_001_sp01-request@cs.nyu.edu

** Basic Course Information **

** Homework and project schedule **

**Class Time.**

Lecture: 7:10 p.m.-9:00 p.m., Thur., room 101, Warren Weaver Hall (Ciww)

First meeting: Thursday, January 18.

Last day of class: Thursday, April 26.

Spring break: March 12--17; no class on March 15.

Number of lectures: 14

**Office Hours.** 4:00 p.m. - 6:00 p.m. Thursday, and by appointment.

**Prerequisite.** multivariate calculus, linear algebra, and programming
with Matlab.

**Required Text.** Numerical Methods Using Matlab, by G. Lindfield
and J. Penny, Prentice Hall, 2nd Edition, 1999; available at the
university bookstore.

**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
- Numerical differentiation and integration
- Initial and boundary value problems for differential equations
- Data fitting and optimization.
- Monte Carlo Methods.

- The writeup, in English, discussing the results and answering the questions.
- Output and/or graphics, carefully chosen to be illustrative without taking too much paper.

**Reference Texts.**

- Scientific computing, an introductory survey, Michael T. Heath
- A survey of numerical mathematics, David M. Young
- An introduction to Numerical analysis, G. Strang, G. J. Fix
- Analysis of numerical methods, E. Isaacson, H. Keller
- Numerical methods, G. Dahlquist, A. Bjorck

yuchen@cims.nyu.edu (Yu Chen)

Last modified: January 16, 2001