Material on numerical methods
Material on numerical methods
Some material on different numerical methods is available here. There is no guarantee of completeness or correctness, any feedback on errors and suggestions for improvement are welcome.
Lecture notes on numerical methods for Ordinary Differential Equations: These lecture notes have been written based on material that I prepared for a PhD course held at Politecnico di Milano between 2011 and 2014. They have been revised for the preparation of teaching material for the summer course Tudela Numérica: curso y encuentro de análisis numérico Francisco-Javier Sayas held in June 2024 at Universidad Publica de Navarra. these lecture notes present basic explicit and implicit methods for ODEs, along with their stability and convergence analyses. Also basic concepts on exponential integrators, multirate methods and methods for second order problems are introduced.
Lecture notes on semi-Lagrangian methods: these notes of lectures given at ETH Zurich in 2004 tried to summarize the state of the art of research on these methods at the time. They have not been updated and do not include references to a large number of papers published since then.
Notes on Fourier series and separation of variables: these notes present the basic concepts on Fourier series and the numerical approximation theory underlying the efficient and accurate computation of Fourier coefficients with MATLAB.