Introduction to Modelling
Interpolation and curve fitting
Interpolation
Curve fitting
Extrapolation
Numerical differentiation
Forward difference method (FDM)
Central difference method (CDM)
Second derivative
Solving differential equations
Solving or timestepping an ODE
Forward Euler scheme
Heun’s method
Runge-Kutta method
Successive over-relaxation method
FTCS scheme
BTCS scheme
Numerical integration
Midpoint rule (rectangle method)
Trapezoid rule
Simpson’s rule
Composite Simpson’s rule
Weddle’s rule
Roots of equations
Picard’s method of successive approximations (or fixed point iteration)
Root bracketing
Bisection method
Newton method
(Quasi-) Newton with approximate derivative
Secant method
Numerical linear algebra
Gaussian elimination
Gauss-Jordan elimination
LU decomposition
Ill-conditioning and roundoff errors
Iterative methods to solve a matrix
Sparse matrices
Material used in this notebook was based on lecture content of Numerical Methods 1 (by Prof. Matthew Piggott) and Numerical Methods 2 (by Prof. Stephen Neethling) at Earth Science and Engineering Department at Imperial College London