Numerical Complex Analysis


Lecturer: Sheehan Olver
Time: Tuesday and Thursday, 11am
Location: Carlsaw AGR




Assignments

Lecture slides

Lecture 1: Fourier Analysis
Lecture 2: Least Squares
Lecture 3: Normwise Convergence
Lecture 4: The Discrete Fourier Transform
Lecture 6: The Fast Fourier Transform
Lecture 7: Taylor Series
Lecture 8: Contour integration
Lecture 9: Laurent series
Lecture 10: Chebyshev series
Lecture 11: Signal smoothing and root finding
Lecture 12: Differentiation and integration
Lecture 13: Spectral methods
Lecture 14: Ultraspherical spectral methods
Lecture 15: Functional analysis
Lecture 16: Spectrum
Lecture 17: Infinite-dimensional linear algebra
Lecture 18: Linear partial differential equations
Lecture 19: Laplace's equation
Lecture 20: Riemann–Hilbert problems
Lecture 21: Matrix-valued Riemann–Hilbert problems

Lecture notes

Lecture 5: Least Squares and the DFT
Lecture 9: Laurent series
Lecture 11: Signal smoothing and root finding
Lecture 12: Differentiation and Integration
Lecture 13: Spectral methods
Lecture 14: Ultraspherical spectral methods
Lecture 15: Functional analysis
Lecture 16: Spectrum
Lecture 17: Infinite-dimensional linear algebra

Code

Lecture 5: Least Squares and the DFT

Further reading