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Lecture Notes

Section 1: Integration of Systems of Differential Equations

Lecture 1 (PDF)
Lecture 2 (PDF - 2.9 MB)
Lecture 3 (PDF - 1.9 MB)
Lecture 4 (PDF)
Lecture 5 (PDF - 2.4 MB)
Lecture 6 (PDF)
Lecture 7 (PDF)
Lecture 8 (PDF - 1.3 MB)
Lecture 9 (PDF)

Section 2: Finite Difference Methods for Partial Differential Equations

Lecture 10 (PDF - 1.2 MB)
Lecture 11 (PDF - 2.1 MB)
Lecture 12 (PDF - 1.1 MB)
Lecture 13 (PDF - 2.5 MB)
Lecture 14 (PDF)
Lecture 15 (PDF - 1.7 MB)
Lecture 16 (PDF - 1.2 MB)
Lecture 17 (PDF - 1.1 MB)
Lecture 18 (PDF)
Lecture 19 (PDF)
Lecture 20 (PDF - 1.7 MB)

Section 3: Finite Element Methods for Partial Differential Equations

Lecture 21 (PDF)
Lecture 22 (PDF)
Lecture 23 (PDF - 1.1 MB)
Lecture 24 (PDF - 1.5 MB)
Lecture 25 (PDF)
Lecture 26 (PDF)

Section 4: Probabilistic Simulation Techniques

Lecture 27 (PDF - 1.5 MB)
Lecture 28 (PDF - 1.9 MB)
Lecture 29 (PDF)
Lecture 30 (PDF - 2.3 MB)
Lecture 31 (PDF - 2.9 MB)
Lecture 32 (PDF)
Lecture 33 (PDF - 1.3 MB)
Lecture 34 (PDF - 1.9 MB)
Lecture 35 (PDF)
Lecture 36 (PDF)