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MTH 651

Advanced Numerical Analysis

Fall 2024, Portland State University

Jupyter Notebooks

  • Lecture 1 Open In Colab
    • Logistics, introduction, course goals, review of some numerical methods
  • Lecture 2 Open In Colab
    • Introduction to finite element method, 1D Poisson problem
  • Lecture 3 Open In Colab
    • Introduction to 2D problems, Banach, Hilbert, and Sobolev spaces
  • Lecture 4 Open In Colab
    • Trace theorem, variational formulation (precise version), practical/algorithmic aspects
  • Lecture 5 Open In Colab
    • Riesz representation theorem, abstract formulation for elliptic problems, discretization and error estimates, unisolvence
  • Lecture 6
    • Sparse matrices, algorithms, CSR format
  • Lecture 7 Open In Colab
    • Polynomial interpolation and approximation theory
  • Lecture 8 Open In Colab
    • Duality argument, pure Neumann conditions
  • Lecture 9 Open In Colab
    • Linear solvers, stationary methods

These training materials were developed as part of activities under RTG grant DMS-2136228.

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