Computational Methods - 625.611

As the need to increase the understanding of real-world phenomena grows rapidly, computer-based simulations and modeling tools are increasingly being accepted as viable means to study such problems. In this course, students are introduced to some of the key computational techniques used in modeling and simulation of real-world phenomena. The course begins with coverage of fundamental concepts in computational methods including error analysis, matrices and linear systems, convergence, and stability. It proceeds to curve fitting, least squares, and iterative techniques for practical applications, including methods for solving ordinary differential equations and simple optimization problems. Elements of computer visualization and Monte Carlo simulation will be discussed as appropriate. The emphasis here is not so much on programming technique, but rather on understanding basic concepts and principles. Employment of higher-level programming and visualization tools, such as MATLAB, reduces burdens on programming and introduces a powerful tool set commonly used by industry and academia. A consistent theme throughout the course is the linkage between the techniques covered and their applications to realworld problems. Prerequisite(s): Multivariate calculus and ability to program in MATLAB, FORTRAN, C++, Java, or other language. Courses in matrix theory or linear algebra as well as in differential equations would be helpful but are not required.