COS 323 - Computing for the Physical and Social Sciences

Fall 2013

Course home Outline and lecture notes Assignments

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

Date Topic (click for lecture notes) Readings Assignments
Thu, Sep 12 Intro; numerical computation and accuracy Ch. 1, 2;;
Article on top 10 algorithms
Join this class on piazza
Tue, Sep 17 Root finding Ch. 3.1-3.4  
Thu, Sep 19 Optimization Ch. 3.5, 9.2
Golden section search Java applet
Tue, Sep 24 Constrained optimization and linear programming Ch. 9.3 (optional) Assignment 0 due
Thu, Sep 26 Solving linear systems Ch. 5  
Fri, Sep 27 Help session Notes  
Tue, Oct 1 Linear systems: iterative and sparse methods Ch. 7  
Thu, Oct 3 Continuation of linear systems: sparse methods, stability    
Fri, Oct 4 Help session Notes  
Tue, Oct 8 Data modeling and least squares fitting Ch. 6 Assignment 1 due
Thu, Oct 10 Nonlinear least squares; robust fitting  
Fri, Oct 11 Help session Notes  
Tue, Oct 15 QR, SVD and application to least squares Ch. 8  
Thu, Oct 17 Applications of SVD; Kalman filtering UNC notes on Kalman filter  
Fri, Oct 18 Help session Notes  
Tue, Oct 22 Review   Assignment 2 due
Thu, Oct 24 In-class exam #1 List of covered topics
Last year's exam #1
Tue, Oct 29 No class - fall break    
Thu, Oct 31 No class - fall break    
Tue, Nov 5 Integration Ch. 15  
Thu, Nov 7 Monte Carlo integration  
Tue, Nov 12 Ordinary differential equations Ch. 16  
Thu, Nov 14 More on ODEs; Chaos    
Tue, Nov 19 Finite-difference approximations for derivatives;
Partial differential equations
  Assignment 3 due
Thu, Nov 21 Simulation    
Tue, Nov 26 Statistics    
Thu, Nov 28 No class - Thanksgiving    
Tue, Dec 3 Signal processing, convolution   Final Project Proposal due
Thu, Dec 5 Fast Fourier transform Ch. 13  
Tue, Dec 10 Review    
Thu, Dec 12 In-class exam #2 List of covered topics
Last year's exam #2
Fri, Dec 13     Assignment 4 due
Tue, Jan 7     Project Checkpoint due
Tue, Jan 14 Dean's date   Final project writeup due

Last update 10-Dec-2013 13:16:32
smr at princeton edu