Hours of Content: 4.5
This course is about numerical methods. We are NOT going to discuss ALL the theory related to numerical methods (for example how to solve differential equations). We are just going to consider the concrete implementations and numerical principles.
The first section is about matrix algebra and linear systems: such as matrix multiplication, gaussian elimination and applications of these approaches, such as Google's PageRank algorithm.
Then we will talk about numerical integration. How to use techniques like trapezoidal rule, Simpson formula and Monte-Carlo method - my personal favourite.
The last chapter is about solving differential equations with Euler's-method and Runge-Kutta approach. We will consider examples such as the pendulum problem.
Hope you will like it!
What are the requirements?
- You should know basic programming concepts in Java such as loops, classes and objects
- Mathematical background: differential equations, integration and matrix algebra
What am I going to get from this course?
- Use numerical methods of all kinds
- Use numerical methods for integration
- Use numerical methods for solving differential equations
- Use numerical methods to analyze linear systems
- Understand Google's PageRank algorithm
What is the target audience?
- This class is meant for student with quantitative background or software engineers who are interested in numerical methods