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Course# MATH-351: Advanced numerical analysis

Summary

The student will learn state-of-the-art algorithms for solving differential equations. The analysis and implementation of these algorithms will be discussed in some detail.

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Instructors (1)

Related concepts (86)

Gradient descent

In mathematics, gradient descent (also often called steepest descent) is a iterative optimization algorithm for finding a local minimum of a differentiable function. The idea is to take repeated ste

Conjugate gradient method

In mathematics, the conjugate gradient method is an algorithm for the numerical solution of particular systems of linear equations, namely those whose matrix is positive-definite. The conjugate grad

Optimal control

Optimal control theory is a branch of mathematical optimization that deals with finding a control for a dynamical system over a period of time such that an objective function is optimized. It has nu

Nonlinear system

In mathematics and science, a nonlinear system (or a non-linear system) is a system in which the change of the output is not proportional to the change of the input. Nonlinear problems are of interes

System of linear equations

In mathematics, a system of linear equations (or linear system) is a collection of one or more linear equations involving the same variables.
For example,
:\begin{cases}
3x+2y-z=1\
2x-2y+4z=

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