Numerical and Monte Carlo Methods in Engineering and Scientific Computing

An introduction to numerical and Monte Carlo methods useful for engineering and scientific applications. Topics covered include solution of non-linear equations, interpolation and extrapolation, integration of functions, solution of ordinary and partial differential equations, random number generation, and stochastic sampling (Monte Carlo) methods. The emphasis is on the practical use of these methods. Assignments are expected to be completed using computing tools such as MATLAB, Excel, or Python.