Numerical analysis and computational mathematics
MATH-456
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Numerical Analysis and Computational Mathematics
Professor: Laura Grigori (SB-MATH-HPNALGS)
Assistant: Israa Fakih (SB-MATH-HPNALGS)
- Exam information (Text and media area)
- Exam date: Wed 29.01.2025 from 15h15 to 18h15 (BC0... (Text and media area)
- Information and Organization of the Course (Text and media area)
- Lectures and exercises will be held on campus. Exe... (Text and media area)
- Lecture notes and other material (Text and media area)
- MATLAB tutorial (File)
- Lecture Notes (File)
- Questions and Answers - Forum (Forum)
- Bibliography (Text and media area)
- "Scientific computing with MATLAB and Octave / Alfio Quarteroni, Fausto Saleri, Paola Gervasio". Year: 2014. (URL)
- "Numerical mathematics / Alfio Quarteroni, Riccardo Sacco, Fausto Saleri". Year: 2007. (URL)
- __________________________________________________... (Text and media area)
- Announcements (Forum)
- Slides for some of the lectures (Folder)
9 September-13 September
- Lecture. Introduction to the course. Introduction ... (Text and media area)
- Video 1 (Floating point numbers). Video 2 (Introdu... (Text and media area)
- Session 1 (File)
- Exercises. Introduction to MATLAB (Text and media area)
- Collective exercise: Ex. 3 (Text and media area)
- Solutions 1 (File)
- Solutions 1 - code (Folder)
16 September-20 September
- Lecture. Nonlinear equations: Bisection metho... (Text and media area)
- Video 1 (Bisection method, Newton method), Video 2... (Text and media area)
- Exercises. Nonlinear equations: Bisection method, ... (Text and media area)
- Session 2 (File)
- Session 2 - code (Folder)
- Collective exercise: Ex.2 (Text and media area)
- Solutions 2 (File)
- Solutions 2 - code (Folder)
23 September-27 September
- Lecture. Nonlinear equations: Newton method, Fixed... (Text and media area)
- Video 1 (Newton method for systems, fixed point it... (Text and media area)
- Exercises. Nonlinear equations: Newton method. (Text and media area)
- Session 3 (File)
- Session 3 - code (Folder)
- Collective exercise: Ex.2 (Text and media area)
- Solutions 3 (File)
- Solutions 3 - code (Folder)
30 September-4 October
- Lecture. Approximation of functions and data:... (Text and media area)
- Video 1 (Lagrange interpolation), Video 2 (Lagrang... (Text and media area)
- Exercises. Nonlinear equations: fixed point iterat... (Text and media area)
- Session 4 (File)
- Session 4 - code (Folder)
- Collective exercise: Ex. 2 (Text and media area)
- Solutions 4 (File)
- Solutions 4 - code (Folder)
7 October-11 October
- Lecture. Approximation of functions and data... (Text and media area)
- Video 1 (Piecewise polynomial interpolation, splin... (Text and media area)
- Exercises. Approximation of functions and dat... (Text and media area)
- Session 5 (File)
- Collective exercise: ex. 4 (Text and media area)
- Session 5 - code (Folder)
- Solutions 5 (File)
- Solutions 5 - code (Folder)
14 October-18 October
- Video 1 (Numerical differentiation and integration... (Text and media area)
- Exercises. Approximation of functions and data: Po... (Text and media area)
- Lecture. Numerical Differentiation. Numerica... (Text and media area)
- Collective exercise: ex. I (Text and media area)
- Solutions 6 (File)
- Solutions 6 - code (Folder)
- Session 6 (File)
21 October-25 October
28 October-1 November
- Lecture. Numerical Integration: simple, compo... (Text and media area)
- Video 1 (Numerical integration (continued+)), Vide... (Text and media area)
- Exercises. Numerical Differentiation. Numerical In... (Text and media area)
- Session 7 (File)
- Collective exercise: ex. II (Text and media area)
- Session 7 - code (Folder)
- Solutions 7 (File)
- Solutions 7 - code (Folder)
4 November-8 November
- Lecture. Linear Systems. Direct methods: diagonal ... (Text and media area)
- Video 1 (Linear systems, diagonal and triangular m... (Text and media area)
- Exercises. Numerical integration (Gauss-Legen... (Text and media area)
- Session 8 (File)
- Session 8 - code (Folder)
- Solutions 8 (File)
- Solutions 8 - code (Folder)
11 November-15 November
- Lecture. Linear Systems. Direct methods, accuracy ... (Text and media area)
- Video 1 (Thomas algorithm, accuracy of direct meth... (Text and media area)
- Exercises. Linear systems: direct methods, iterati... (Text and media area)
- Session 9 (File)
- Collective exercise: ex. I (Text and media area)
- Session 9 - code (Folder)
- Solutions 9 (File)
- Solutions 9 - code (Folder)
18 November-22 November
- Lecture. Linear Systems. Iterative methods: Richar... (Text and media area)
- Video 1 (Richardson method, gradient method), Vide... (Text and media area)
- Exercises. Linear systems: Iterative methods. (Text and media area)
- Session 10 (File)
- Collective exercise: ex. II (Text and media area)
- Session 10 - code (Folder)
- Solutions 10 (File)
- Solutions 10 - code (Folder)
25 November-29 November
- Lecture. Approximation of Eigenvalues and Eigenvec... (Text and media area)
- Video 1 (Power method), Video 2 (Inverse power met... (Text and media area)
- Exercises. Linear systems; Approximation of eigenv... (Text and media area)
- Session 11 (File)
- Collective exercise: ex. III (Text and media area)
- Session 11 - code (Folder)
- Solutions 11 (File)
- Solutions 11 - code (Folder)
2 December-6 December
- Lecture. Numerical approximation of ordinary diffe... (Text and media area)
- Video 1 (Forward and backward Euler, Crank-Nicolso... (Text and media area)
- Exercises. Ordinary Differential Equations. (Text and media area)
- Session 12 (File)
- Session 12 - code (Folder)
- Solutions 12 (File)
- Solutions 12 - code (Folder)
9 December-13 December
- Lecture. Ordinary Differential Equations. Runge-Ku... (Text and media area)
- Video 1 (Runge-Kutta and multistep methods), Video... (Text and media area)
- Exercises. Ordinary Differential Equations. (Text and media area)
- Session 13 (File)
- Collective exercise: ex. II (Text and media area)
- Session 13 - code (Folder)
- Solutions 13 (File)
- Solutions 13 - code (Folder)
16 December-20 December
- Lecture. Systems of Ordinary Differential Equation... (Text and media area)
- Video 1 (Systems of ODEs (continued), high-order O... (Text and media area)
- Exercises. Systems of Ordinary Differential Equati... (Text and media area)
- Session 14 (File)
- Solutions 14 (File)
- Solutions 14 - code (Folder)