Concept

Probabilistic numerics

Related lectures (31)

Numerical Differentiation and Integration

Explores numerical differentiation and integration methods, emphasizing the accuracy of finite differences in computing derivatives and integrals.

Nonlinear Geometric Transformation: Analysis and Approximations

Explores nonlinear geometric transformations in structural engineering, emphasizing accurate integration methods and practical applications.

Numerics for Fluids, Structures and Electromagnetics: Projects Rules

Students in 'Numerics for Fluids, Structures and Electromagnetics' must complete projects individually or in pairs, following specific rules and evaluation criteria.

Numerical Differentiation: Methods and Errors

Explores numerical differentiation methods and round-off errors in computer computations.

Monte Carlo Simulations

Covers Monte Carlo simulations, ensemble properties, and numerical integration techniques.

Solving the Quintic: Dominant Balance

Explores dominant balance analysis in solving the quintic polynomial, with a focus on non-dimensionalization and series expansions.

Numerical Optimization with Scipy

Introduces numerical optimization with Scipy, covering zero finding, problem dimensionality, derivatives, and advanced visualization techniques.

Numerical Integration

Covers the importance of reducing integration order for more efficient calculations.

Introduction to Numerical Methods for PDEs

Covers the numerical approximation of PDEs and examples of nonlinear behavior.

Low Discrepancy Sequences

Explores low discrepancy sequences and their significance in stochastic simulation and numerical methods.

Modeling Hydraulic Components: Electrical Analogy and Wave Speed Adaptation

Explores modeling hydraulic components through an electrical analogy and wave speed adaptation for uniform discretization.

Limitation to 5 Polyhedra

Explores the limitation to 5 faces of regular polyhedra and the construction of summit pyramids.

Molecular Dynamics Simulations: Energy Conservation

Explores energy conservation in Hamiltonian systems, numerical integration, time step choices, and constraint algorithms in molecular dynamics simulations.

Stability of a Planet's Orbit

Covers the examination of the stability of a planet's orbit using Runge-Kutta numerical integration.

Interpolatory Quadrature Formulas

Covers interpolatory quadrature formulas for approximating definite integrals using polynomials and discusses the uniqueness of solutions and practical applications in numerical integration.

Gauss Formulas

Explains the construction and benefits of Gauss formulas for numerical integration.

Simpson's Rule

Covers Simpson's rule for numerical integration and its accuracy for polynomial functions.

Computational Neuroscience: Biophysics & Modeling

Covers the fundamentals of computational neuroscience, focusing on biophysics and modeling.

Numerical Differentiation and Integration

Covers numerical differentiation, integration, finite differences, Taylor expansions, and interpolation polynomials.

Power Systems Dynamics: Transient Stability

Explores transient stability in power systems dynamics, covering algebraic equations, generator models, and numerical integration techniques.