Partial Differential Equations: An Introduction, Second Edition

Book

by Walter A. Strauss

Access resource

Continue on SelfMadeQuant

Suggested foundations for optimisation and numerical methods. Specialist prerequisites vary by resource.

Vectors, Matrices and Linear Systems
Read the linear algebra used to define a numerical problem.
Constrained and Convex Optimisation
Identify the objective, constraints and conditions for an optimum.

Calibration as an Inverse Problem
Understand identifiability and fitted model parameters.
Numerical Conditioning and Stability
Separate model error from unstable numerical computation.