A beginner's course to applied mathematics

Lecturer: Tiejun Li


Lect1 Introduction

Lect2 Lagrange and Newton interpolation, Homework 1

Lect3 Spline interpolation, Homework 2

Lect4 Least squares fitting, Homework 3

Lect5 Numerical integration, Homework 4

Lect6 Gaussian quadrature, Homework 5

Computer project 1

Lect7 Adaptive quadrature, Homework 6

Lect8 Solving linear system I, Homework 7

Lect9 Solving linear system II, Homework 8

Lect10 Multigrid method, Homework 9

Computer project 2

Lect11 Eigenvalue problem, Homework 10

Lect12 Two-point BVP, Homework 11

Lect13 Newton's Method, Homework 12

Lect14 FFT, Homework 13

Computer project 3

Lect15 Monte Carlo method: basics, Homework 14

Lect16 Metropolis algorithm, Homework 15

Lect17 Simulated annealing and QMC

Computer project 4

Lect18 Laplace asymptotics, Homework 17

Lect19 Stationary phase approximation, Homework 18

Lect20 Method of steepest descent, Homework 19

Lect21 Asymptotics for sums, Homework 20