Algorithms, Approximation, Optimization

The focus of these notebooks is the text Foundations of Applied Mathematics: Algorithms, Approximation, Optimization. Topics covered include dynamic programming, approximation, probability, optimization, and algorithm analysis, all essential to preparing the reader to work with mathematical computation.

Available Chapters

Chapter 1: Intro to Algorithms

Chapter 2: Asymptotic Integrals

Chapter 5: Probability

Chapter 6: Probabilistic Sampling and Estimation

Chapter 8: Harmonic Analysis

Chapter 9: Polynomial Approximation and Interpolation

Chapter 11: Fundamentals of Numerical Computation

Chapter 12: Fundamentals of Unconstrained Optimization

Chapter 14: Equality-Constrained Optimizatio

Chapter 17: Stochastic Dynamic Optimization