Numerical analysis | Numerical integration (quadrature)
In numerical analysis, the local linearization (LL) method is a general strategy for designing numerical integrators for differential equations based on a local (piecewise) linearization of the given equation on consecutive time intervals. The numerical integrators are then iteratively defined as the solution of the resulting piecewise linear equation at the end of each consecutive interval. The LL method has been developed for a variety of equations such as the ordinary, delayed, random and stochastic differential equations. The LL integrators are key component in the implementation of inference methods for the estimation of unknown parameters and unobserved variables of differential equations given time series of (potentially noisy) observations. The LL schemes are ideals to deal with complex models in a variety of fields as neuroscience, finance, forestry management, control engineering, mathematical statistics, etc. (Wikipedia).
A "local linearization" is the generalization of tangent plane functions; one that can apply to multivariable functions with any number of inputs.
From playlist Multivariable calculus
Linear Algebra for Computer Scientists. 7. Linear Combinations of Vectors
This computer science video is one of a series on linear algebra for computer scientists. In this video you will learn about linear combinations of vectors, that is, you will learn how to create new vectors by scaling then adding other vectors together. You will also learn that some sets
From playlist Linear Algebra for Computer Scientists
Linearising nonlinear derivatives
A simple trick to linearise derivatives
From playlist Linearisation
Determining if a vector is a linear combination of other vectors
Please Subscribe here, thank you!!! https://goo.gl/JQ8Nys Determining if a vector is a linear combination of other vectors
From playlist Linear Algebra
Calculating the matrix of a linear transformation with respect to a basis B. Here is the case where the input basis is the same as the output basis. Check out my Vector Space playlist: https://www.youtube.com/watch?v=mU7DHh6KNzI&list=PLJb1qAQIrmmClZt_Jr192Dc_5I2J3vtYB Subscribe to my ch
From playlist Linear Transformations
Linear Transformations and Linear Systems
In this video we discuss linear transformations. We start by examining the mathematical definition of a linear transformation and apply it to several examples including matrix multiplication and differentiation. We then see how linear transformations relate to linear systems (AKA linear
From playlist Linear Algebra
Finding The Linearization of a Function Using Tangent Line Approximations
This calculus video tutorial explains how to find the local linearization of a function using tangent line approximations. It explains how to estimate function values by writing the equation of the tangent line and evaluating it. This video contains plenty of examples and practice proble
From playlist New Calculus Video Playlist
Linear Algebra for Computer Scientists. 9. Decomposing Vectors
This computer science video is one of a series on linear algebra for computer scientists. In this video you will learn how to express a given vector as a linear combination of a set of given basis vectors. In other words, you will learn how to determine the coefficients that were used to
From playlist Linear Algebra for Computer Scientists
Lecture 24 (CEM) -- Introduction to Variational Methods
This lecture introduces to the student to variational methods including finite element method, method of moments, boundary element method, and spectral domain method. It describes the Galerkin method for transforming a linear equation into matrix form as well as populating the global matr
From playlist UT El Paso: CEM Lectures | CosmoLearning.org Electrical Engineering
Optimisation - an introduction: Professor Coralia Cartis, University of Oxford
Coralia Cartis (BSc Mathematics, Babesh-Bolyai University, Romania; PhD Mathematics, University of Cambridge (2005)) has joined the Mathematical Institute at Oxford and Balliol College in 2013 as Associate Professor in Numerical Optimization. Previously, she worked as a research scientist
From playlist Data science classes
7. Solutions of Nonlinear Equations; Newton-Raphson Method
MIT 10.34 Numerical Methods Applied to Chemical Engineering, Fall 2015 View the complete course: http://ocw.mit.edu/10-34F15 Instructor: James Swan This lecture talked about the system of non-linear equations. License: Creative Commons BY-NC-SA More information at http://ocw.mit.edu/term
From playlist MIT 10.34 Numerical Methods Applied to Chemical Engineering, Fall 2015
Bala Krishnamoorthy (10/20/20): Dimension reduction: An overview
Bala Krishnamoorthy (10/20/20): Dimension reduction: An overview Title: Dimension reduction: An overview Abstract: We present a broad overview of various dimension reduction techniques. Referred to also as manifold learning, we review linear dimension reduction techniques, e.g., principa
From playlist Tutorials
A Stationary Phase Method for a Class of Nonlinear Equations - Yen Do
Yen Do Georgia Institute of Technology October 26, 2010 In this talk I will describe a real-variable method to extract long-time asymptotics for solutions of many nonlinear equations (including the Schrodinger and mKdV equations). The method has many resemblances to the classical stationa
From playlist Mathematics
Jianfeng Lu - Mathematical Models of Electronic Structure - IPAM at UCLA
Recorded 08 March 2022. Jianfeng Lu of Duke University presents "Mathematical Models of Electronic Structure" at IPAM's Advancing Quantum Mechanics with Mathematics and Statistics Tutorials. Learn more online at: http://www.ipam.ucla.edu/programs/workshops/advancing-quantum-mechanics-with-
From playlist Tutorials: Advancing Quantum Mechanics with Mathematics and Statistics - March 8-11, 2022
Marta D'Elia: A coupling strategy for nonlocal and local models with applications ...
The use of nonlocal models in science and engineering applications has been steadily increasing over the past decade. The ability of nonlocal theories to accurately capture effects that are difficult or impossible to represent by local Partial Differential Equation (PDE) models motivates a
From playlist HIM Lectures: Trimester Program "Multiscale Problems"
Levon Nurbekyan: "Computational methods for nonlocal mean field games with applications"
High Dimensional Hamilton-Jacobi PDEs 2020 Workshop III: Mean Field Games and Applications "Computational methods for nonlocal mean field games with applications" Levon Nurbekyan - University of California, Los Angeles (UCLA) Abstract: We introduce a novel framework to model and solve me
From playlist High Dimensional Hamilton-Jacobi PDEs 2020
Numerical Homogenization Approaches for Nonlinear Problems by Barbara Verfürth
DISCUSSION MEETING Multi-Scale Analysis: Thematic Lectures and Meeting (MATHLEC-2021, ONLINE) ORGANIZERS: Patrizia Donato (University of Rouen Normandie, France), Antonio Gaudiello (Università degli Studi di Napoli Federico II, Italy), Editha Jose (University of the Philippines Los Baño
From playlist Multi-scale Analysis: Thematic Lectures And Meeting (MATHLEC-2021) (ONLINE)
matrix choose a matrix. Calculating the number of matrix combinations of a matrix, using techniques from linear algebra like diagonalization, eigenvalues, eigenvectors. Special appearance by simultaneous diagonalizability and commuting matrices. In the end, I mention the general case using
From playlist Eigenvalues
From playlist Plenary talks One World Symposium 2020