Introduction to Scientific Computing

Course details:

IDC 103, 4 credits
Textbook: Numerical Methods and applications, Ward Cheney and David Kincaid

Instructor: Pranay Goel

Office: 3rd floor, Chem Wing
Office hours: Mondays, 3 - 4 pm. If this is not convenient, please make an appointment with me by sending me an email at pgoel@iiserpune.ac.in.

Lecture Notes:

Lecture 1

Lecture 2

Lecture 3

Lecture 4

Introduction to Matlab

Numerical Integration

Naive Gaussian Elimination: Chapter in the textbook

Gaussian Elimination

LU Decomposition

LU Decomposition (contd.)

Gauss-Seidel iteration

Euler Method

Runge Kutta Methods

Boundary Value Problems

Shooting Method for BVPs

Laboratory experiments:

Lab 1: Estimating derviatives using a naive method.

Lab 2: Root finding using Regula Falsi.

Solution. Hints for working through Lab 2: Hello World! to check C is installed and working on your machine, and C code for the bisection method. (Adapt this to solve root finding by Regula Falsi.)

Lab 3: Root finding using Newton's method.

Lab: Solving SLEs using Gaussian Elimination.

Lab: Solving SLEs using LU Decomposition.

Lab: XPP tutorial. (Thanks to Bard Ermentrout.)

Lab: Euler's method for solving ODEs. Please refer to pgs. 17-19 of the Notes on the Euler Method for details of the exercise.

Lab: Solving ODEs using 2nd order Runge Kutta Methods..