Numerical Methods -- Lecture Notes 2014-2015
In these notes some basic numerical methods will be described. The following topics are addressed: 1. Nonlinear Equations, 2. Linear Systems, 3. Polynomial Interpolation and Approximation, 4. Trigonometric Interpolation with DFT and FFT, 5. Numerical Integration, 6. Initial Value Problems for ODEs, 7. Stiff Initial Value Problems, 8. Two-Point Boundary Value Problems.