Introduction to numerical analysis

( 4 Reviews )

Created by: Evgeni Burovski

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Overall Score : 100 / 100

Course Description

Numerical computations historically play a crucial role in natural sciences and engineering. These days however, it's not only traditional hard sciences: whether you do digital humanities or biotechnology, whether you design novel materials or build artificial intelligence systems, virtually any quantitative work involves some amount of numerical computing .These days, you hardly ever implement the whole computation yourselves from scratch. We rely on libraries which package tried-and-tested, battle-hardened numerical primitives. It is vanishingly rare however that a library contains a single pre-packaged routine which does all what you need. Numerical computing involves assembling these building blocks into computational pipelines.This kind of work requires a general understanding of basic numerical methods, their strengths and weaknesses, their limitations and their failure modes. And this is exactly what this course is about. It is meant to be an introductory, foundational course in numerical analysis, with the focus on basic ideas. We will review and develop basic characteristics of numerical algorithms (convergence, approximation, stability, computational complexity and so on), and will illustrate them with several classic problems in numerical mathematics. You will also work on implementing abstract mathematical constructions into working prototypes of numerical code. Upon completion of this course, you will have an overview of the main ideas of numerical computing, and will have a solid foundation for reading up on and working with more advanced numerical needs of your specific subject area.As prerequisites for this course, we assume a basic command of college-level mathematics (linear algebra and calculus, mostly), and a basic level of programming proficiency.Do you have technical problems? Write to us: coursera@hse.ru

Time: 20h

Instructor Details

Evgeni Burovski

5.0 Rating
4 Reviews

Evgeni did his undergraduate studies in applied physics and mathematics in MIPT in Moscow, and a PhD in physics at the University of Massachusetts in Amherst. After finishing grad school, he did teaching and research in Germany, France and the U.K., and currently is an assistant professor in the School of Applied Mathematics at HSE. At HSE, Evgeni divides his time between teaching numerical analysis, doing computational physics, and developing open-source software in the Scientific Python ecosystem.

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By Sunny J on 2-Nov-19

Awesome Course

By Pingchuan M on 4-Oct-19

Very nice overall illustration of all relevant topics in numerical analysis. Laid a solid foundation if you want to dive deeper into any specific domain.

By Dawars on 6-Sep-19