COS 323 - Computing for the Physical and Social Sciences

Fall 2010

Course home Outline and lecture notes Assignments

Please note that this schedule is very tentative, and will change.

Unless otherwise specified, all readings refer to Scientific Computing, an Introductory Survey (2nd ed.) by Michael T. Heath.

Date Topic (click for notes) Readings Assignments
Thu, Sep 16 Intro; numerical computation and accuracy Ch. 1.1-1.3  
Tue, Sep 21 Root finding Ch. 5 (focus on 5.1-5.5)  
Thu, Sep 23 Optimization Ch. 6.1-6.5  
Tue, Sep 28 Constrained optimization and linear programming Ch. 6.7  
Thu, Sep 30 Solving linear systems Ch. 2.1-2.5 Assignment 1 due
Tue, Oct 5 Linear systems: iterative and sparse methods Ch. 2.6  
Thu, Oct 7 Data modeling and least squares fitting Ch. 3.1-3.4.1  
Tue, Oct 12 Nonlinear least squares; robust fitting    
Thu, Oct 14 SVD and application to least squares Ch. 3.6 Assignment 2 due
Tue, Oct 19 Applications of PCA; Kalman filtering    
Thu, Oct 21 Signal processing, convolution    
Tue, Oct 26 Fourier transform; Diffraction applets (external) Ch. 12.1-12.3  
Thu, Oct 28 Sampling and aliasing    
Tue, Nov 2 No class - fall break    
Thu, Nov 4 No class - fall break    
Tue, Nov 9 Integration Ch. 8.1-8.4.2, 8.7 Assignment 3 due
Thu, Nov 11 Monte Carlo integration Ch. 8.4.4, 13.2-13.3.1  
Tue, Nov 16 Ordinary differential equations Ch. 9  
Thu, Nov 18 Boundary value problems; Chaos Ch. 10  
Tue, Nov 23 No class    
Thu, Nov 25 No class - Thanksgiving    
Tue, Nov 30 Partial differential equations Ch. 11.1-11.3  
Thu, Dec 2 PDE stability analysis; Multigrid methods;
Poisson image editing paper; Fluid simulation paper
  Assignment 4 due
Tue, Dec 7 Simulation    
Thu, Dec 9 Statistics    
Tue, Dec 14 Data visualization    
Thu, Dec 16 Wrapup    
Fri, Dec 17     Assignment 5 due
Final project proposal due
Tue, Jan 11 Dean's date   Project due

Last update 16-Dec-2010 11:14:32
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