COS 323 - Computing for the Physical and Social Sciences

Fall 2010

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