General aspects of polynomial interpolation theory. Formulations in different basis, e.g. Lagrange, Newton etc. and their approximation and computational properties ...

Every once and a while, I like to add new ways to do numerical calculations. In this case, it is with Khan Academy's new computer science module. First, a couple of notes about the Khan Academy ...

This unit constitutes an introduction to numerical analysis. The topics covered are: approximation of functions; orthogonal polynomials; quadrature; discretisation of the initial value problem for ...

There was no lecture on Wednesday September 13. The first midterm was on Wednesday October 11. The second midterm is going to be held in class Wednesday November 15. Some lecture notes on ...

SIAM Journal on Numerical Analysis, Vol. 49, No. 5/6 (2011), pp. 2017-2038 (22 pages) General autonomous stochastic differential equations (SDEs) driven by one-dimensional Brownian motion in the ...

Fourier analysis and numerical methods have long played a pivotal role in the solution of differential equations across science and engineering. By decomposing complex functions into sums of ...