Numerical Algorithms for Scientific Computing

This course gives a broad introduction to numerical algorithms used in scientific computing. It covers classical methods to solve Ordinary and Partial Differential Equations such as spectral, finite difference and finite volume methods. A brief introduction to finite element methods is given. Explicit and implicit time integration using various high-order methods are discussed. We review basic methods to solve linear and non-linear systems of equations. Issues related to the implementation of efficient algorithms on modern high-performance computing systems are discussed. Hyperbolic systems of conservations laws are covered in detail.