Faculty of Science

Objectives

This course shows hoe to handle functions, derivatives, integrals, and differential equations as strings of numbers in the computer.

Contents

Series expansions: from calculus to computation. Integrals as sums and derivatives as differences. Interpolation, splines, and a second look at numerical calculus. Numerical methods for ODE, initial-value problems. Root finding, Newton's method, Euler's method, boundary-value problems. Fourier transform, Fourier series, Shannon sampling theory. Bandlimited interpolation, spectral methods. Least-squares approximation. Principal component analysis.

Prerequisite: