Topics we have covered this year
- Linear algebra and eigenvalue problems. (Lecture notes chapters 6.1-6.5 and 7.1-7.5. Projects 1, 2 and 5).
- Numerical integration, Gaussian quadrature and Monte Carlo integration (Lecture notes chapters 5 and 11)
- Ordinary differential equations (Lecture notes chapter 8 and projects 3 and 5-molecular dynamics and SIRS)
- Partial differential equations (Lecture notes chapter 10 and project 5-diffusion and Rossby waves)
- Monte Carlo methods (Lecture notes chapters 11, 12, 13 and 14, projects 4 and 5-VMC, Social and Financial)