I overview key concepts and practical methods for efficient and accurate numerical function approximation, integration and differentiation. This is the basis for spectral and other ODE/PDE solvers coming up in the next talk. I will teach concepts such as convergence rate, local/global, adaptivity, rounding error, polynomial and Fourier bases. The focus is on 1D, with pointers to...
We overview various numerical methods to solve ODEs and PDEs.
For source of notes see: https://github.com/ahbarnett/fwam-numpde