PSE603A - Numerical Methods In Optics

Linear algebra: matrices, matrix inversion; QR, Singular value decomposition, systems of equations, eigen values, eigenvectors, ortho-normalization, condition number Laplace and Fourier transforms Vector calculus, Cartesian tensors Ordinary differential equations, series solution, Fourier series, Special functions Iterative and direct methods for linear algebraic equations; generalized inverses, least squares Numerical differentiation and integration; Numerical solution of 1st and second order ODEs, Runge Kutta method, stability, stiff systems Partial differential equations, second order equations, classification, separation of variables.