This is a preview. Log in through your library . Abstract Finite difference methods, such as the mid-point rule, have been applied successfully to the numerical solution of ordinary and partial ...

The complex-step method is a clever way of obtaining a numerical approximation to the first derivative of a function, avoiding the round-off error that plagues ...

We demonstrate the flexibility and ease of use of C++ algorithmic differentiation (AD) tools based on overloading through application to numerical patterns (kernels) arising in computational finance.

Physics and Python stuff. Most of the videos here are either adapted from class lectures or solving physics problems. I really like to use numerical calculations without all the fancy programming ...

Description: Error analysis, solution of nonlinear equations, direct and iterative methods for solving linear systems, approximation of functions, numerical ...