Computational and Applied Mathematics

This course introduces the general solution methods used in computational and applied mathematics. The central topics are differential equations and matrix equations. Methods include Fourier series, orthogonal expansion, conformal mapping, Fourier integrals, complex integration, LU decomposition, Newton method, semi-direct and iterative methods, the finite element methods and fast Fourier transform. Students taking this course are expected to have knowledge in advanced calculus and linear algebra.