Mediaspace scheduled maintenance: Aug 25, 2026 07:00 - 12:00 AM. During this time, videos will be temporarily unavailable. Check status updates.

Lecture

Numerical analysis

In course

MATH-351: Advanced numerical analysis II

The student will learn state-of-the-art algorithms for solving differential equations. The analysis and implementation of these algorithms will be discussed in some detail. ...

Description

This lecture covers advanced numerical analysis topics such as deep neural networks, optimization methods, and interpolation techniques. The instructor discusses practical applications and theoretical foundations, including KKT conditions and convexity proofs.

Instructor

Marco Picasso

Official source

Ontological neighbourhood

Mathematics

Analysis: Numerical analysis

Related concepts (32)

Interpolation

In the mathematical field of numerical analysis, interpolation is a type of estimation, a method of constructing (finding) new data points based on the range of a discrete set of known data points. In engineering and science, one often has a number of data points, obtained by sampling or experimentation, which represent the values of a function for a limited number of values of the independent variable. It is often required to interpolate; that is, estimate the value of that function for an intermediate value of the independent variable.

Bilinear interpolation

In mathematics, bilinear interpolation is a method for interpolating functions of two variables (e.g., x and y) using repeated linear interpolation. It is usually applied to functions sampled on a 2D rectilinear grid, though it can be generalized to functions defined on the vertices of (a mesh of) arbitrary convex quadrilaterals. Bilinear interpolation is performed using linear interpolation first in one direction, and then again in another direction.

Polynomial interpolation

In numerical analysis, polynomial interpolation is the interpolation of a given bivariate data set by the polynomial of lowest possible degree that passes through the points of the dataset. Given a set of n + 1 data points , with no two the same, a polynomial function is said to interpolate the data if for each . There is always a unique such polynomial, commonly given by two explicit formulas, the Lagrange polynomials and Newton polynomials.

Link layer

In computer networking, the link layer is the lowest layer in the Internet protocol suite, the networking architecture of the Internet. The link layer is the group of methods and communications protocols confined to the link that a host is physically connected to. The link is the physical and logical network component used to interconnect hosts or nodes in the network and a link protocol is a suite of methods and standards that operate only between adjacent network nodes of a network segment.

Display device

A display device is an output device for presentation of information in visual or tactile form (the latter used for example in tactile electronic displays for blind people). When the input information that is supplied has an electrical signal the display is called an electronic display. Common applications for electronic visual displays are television sets or computer monitors. Electronic visual display These are the technologies used to create the various displays in use today.

Related lectures (49)

Quasi-newton optimization

Covers gradient line search methods and optimization techniques with an emphasis on Wolfe conditions and positive definiteness.

Optimization with Constraints

Covers the optimization with constraints and the KKT theorem.

Runge Kutta Method

Covers the Runge Kutta method and its application to optimal control and neural networks.

Deep Neural Networks: Optimization and Approximation

Explores optimization and approximation in deep neural networks, including optimal control and numerical experiments.

Generalization in Deep Learning