Numerical Algorithms for Scientific Computing

A broad introduction to numerical algorithms used in scientific computing. The course begins with a review of the basic principles of numerical analysis, including sources of error, stability, and convergence. The theory and implementation of techniques for linear and nonlinear systems of equations and ordinary and partial differential equations are covered in detail. Examples of the application of these methods to problems in engineering and the sciences permeate the course material. Issues related to the implementation of efficient algorithms on modern high-performance computing systems are discussed.