Spring 2007, Ridgway Scott

Advanced Numerical Analysis

  • Time: 9:30-12, Monday through Thursday, 16 April through 3 May, 2007
  • Place: University of Chicago Center in Paris , 6 rue Thomas Mann
  • Text: Analysis of Numerical Methods, by Eugene Isaacson & Keller Herbert Bishop, Dover Publications; Reprint edition (1994)
  • For more information on the complete math program for the quarter, see this

  • Lecture notes and homework and codes


    A manual for octave


    The course will involve the analysis of numerical methods used in scientific computing. The emphasis will be on the mathematical properties of the algorithms, but examples of their use will also be presented. The course will provide an introduction to some concepts in functional analysis, in particular, operators and functionals defined on linear spaces of functions. Many of the main developers of the field (Lagrange, Laplace, etc.) were active in Paris, and visits to relevant historical sites will be scheduled. As time permits, we will touch on current open questions related to the foundations of scientific computation, such as the computability of the Mandelbrot set.

    The text for the course is a Dover classic and is available at Amazon as well as other book sellers at a reasonable price. Most of the key mathematical results in this classic text remain relevant, and we will update the discussion as necessary in class and via notes.