# Calendar

Course calendar.
LEC # | TOPICS | KEY DATES
--- | --- | ---
Unit 1: Numerical Integration of ODEs
1 | Course Introduction and Ordinary Differential Equations (ODEs) | Read Unit 1: Numerical Integration of ODEs
2 | Numerical Integration of ODEs: Approximating Time Derivative |
3 | Numerical Integration of ODEs: Accuracy and a Pendulum Problem |
4 | Numerical Integration of ODEs: Stability and a Ballistics Problem | Homework 1 due
5 | Numerical Integration of ODEs: Nonlinear Systems |
6 | Numerical Integration of ODEs: Stiffness, Implicit Methods, Runge-Kutta | Homework 2 due
Unit 2: Numerical Methods for PDEs
7 | Numerical Methods of Partial Differential Equations: Introduction | Read Unit 2: Numerical Methods for PDEs
8 | Numerical Methods of PDEs: Finite Difference Methods 1 | Homework 3 due
9 | Numerical Methods of PDEs: Finite Difference Methods 2 | Project 1 due
10 | Numerical Methods of PDEs: Finite Volume Methods 1 | Homework 4 due
11 | Numerical Methods of PDEs: Finite Volume Methods 2 |
12 | Numerical Methods of PDEs: Finite Volume in 2D and Midterm Review | Homework 5 due
| Midterm Exam | Exam
13 | Numerical Methods of PDEs: Matrix Stability Analysis |
14 | Fourier Stability Analysis |
15 | Numerical Methods of PDEs: Collocation and Weighted Residuals | Homework 6 due
16 | Numerical Methods of PDEs: Finite Element Method 1 |
17 | Numerical Methods of PDEs: Finite Element Method 2 | Homework 7 due
18 | Numerical Methods of PDEs: Finite Element Method 3 |
Unit 3: Probabilistic Methods and Optimization
19 | Monte Carlo | Read Unit 3: Probabilistic Methods and Optimization Project 2 due
20 | Monte Carlo Estimators | Homework 8 due
21 | Probabilistic Methods & Optimization: Statistical Sampling Methods |
22 | Probabilistic Methods & Optimization: Design of Experiments | Homework 9 due
23 | Probabilistic Methods & Optimization: Intro to Optimization Methods | Project 3 due
24 | Probabilistic Methods & Optimization: Sensitivity Analysis |
25 | Probabilistic Methods & Optimization: Final Exam Review |
| Final Exam | Exam