Randall J. LeVeque
office hours: MW 1:30-3:30
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Various advanced topics in numerical analysis and scientific computing, such as iterative methods, eigenvalue computations, approximation theory, finite element methods, inverse problems, nonlinear conservation laws, computational fluid dynamics.
Familiarity with numerical analysis at the level of AMath 584-5-6.
We will work through the book Spectral Methods in Matlab by L. N. Trefethen (SIAM, 1999). This gives a nice introduction to the use of spectral methods for obtaining highly accurate numerical solutions to differential equations.
The chapters in this book are:
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