CMP305: Computational Science

and Numerical Methods

Book: A Journey Through Computational Science and Numerical

Methods: An Undergraduate Guide

Prof. John B. Oladosu

Lecture 2: Mathematical Foundations

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2.1 Fundamentals of Calculus

• Calculus forms the bedrock of mathematical analysis in

Computational Science.
• It provides the tools to understand how quantities change
and is essential for modeling dynamic systems.
• Two core branches of calculus are integral calculus and
differential calculus.

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2.1.1 Differential Calculus

•Differential calculus focuses on rates of change and slopes of curves. Key concepts
include:
 Derivatives: The derivative of a function measures how it changes at a specific
point. It is defined as the limit of the ratio of the change in the function's output to
the change in its input as the change approaches zero.
 Rules of Differentiation: Various rules, such as the product rule, chain rule, and
quotient rule, enable us to differentiate complex functions by breaking them down
into simpler parts.
 Applications: Differential calculus is used in optimization problems, physics (e.g.,
describing motion), and many other fields to understand how quantities change
with respect to each other.
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2.1.2 Integral Calculus

•Integral calculus deals with accumulation and integration of quantities. Key concepts
include:
 Definite and Indefinite Integrals: The definite integral computes the accumulated
quantity over a specified interval, while the indefinite integral finds an
antiderivative of a function.
 Fundamental Theorem of Calculus: This theorem connects differentiation and
integration, stating that the integral of a function's derivative over an interval is
equal to the difference in the function's values at the interval's endpoints.
 Applications: Integral calculus is used for finding areas under curves, calculating
total accumulated quantities (e.g., total distance traveled), and solving differential
equations.
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2.2 Linear Algebra

•Linear algebra provides tools to work with vectors, matrices, and linear transformations. It is indispensable in
Computational Science for solving systems of linear equations and understanding multidimensional data.
•2.2.1 Vectors and Matrices
 Vectors: Vectors represent quantities with both magnitude and direction. They are used to describe
positions, velocities, forces, and more. In computational applications, vectors are essential for data storage
and manipulation.
 Matrices: Matrices are arrays of numbers arranged in rows and columns. They are used to represent linear
transformations, solve systems of linear equations, and perform operations like matrix multiplication.
•2.2.2 Eigenvalues and Eigenvectors
•Eigenvalues and eigenvectors are crucial concepts in linear algebra, especially in numerical simulations and
optimization. They describe how a matrix behaves when multiplied by itself repeatedly. Eigenvalues represent
scaling factors, while eigenvectors define the directions of stretching or compression.

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2.3 Differential Equations

•Differential equations are fundamental in modeling dynamic systems where quantities change with respect to time or
other independent variables. There are two main types:
•2.3.1 Ordinary Differential Equations (ODEs)
•ODEs describe how a single variable changes with respect to an independent variable (usually time). They are classified
by their order, which represents the highest derivative involved.
 First-Order ODEs: These involve the first derivative of the unknown function. They are often used to model simple
exponential growth or decay.
 Second-Order ODEs: These involve the second derivative and are used to describe oscillations, such as the motion of
a pendulum.
•2.3.2 Partial Differential Equations (PDEs)
•PDEs involve multiple variables and their partial derivatives. They are used to model phenomena like heat diffusion, fluid
flow, and electromagnetic fields.
 Classification: PDEs can be categorized into elliptic, parabolic, and hyperbolic types based on their characteristics and
mathematical properties.
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2.4 Probability and Statistics

•Probability and statistics provide the tools for dealing with uncertainty, randomness, and data analysis. Key concepts
include:
•2.4.1 Probability
 Probability Distributions: These describe the likelihood of different outcomes in random experiments. Common
distributions include the normal distribution, binomial distribution, and Poisson distribution.
 Random Variables: Random variables represent outcomes of random experiments and have associated probability
distributions.
•2.4.2 Statistics
 Descriptive Statistics: Descriptive statistics summarize and present data, including measures of central tendency
(mean, median, mode), dispersion (variance, standard deviation), and percentiles.
 Inferential Statistics: Inferential statistics involve making inferences or predictions about a population based on a
sample. Techniques include hypothesis testing and confidence intervals.
 Regression Analysis: Regression analysis models the relationship between variables and is used for prediction and
understanding causal relationships.
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2.5 Discrete Mathematics

•Discrete mathematics deals with countable and distinct objects. It plays a crucial role
in algorithm design, graph theory, and combinatorics, which are essential in
Computational Science.
•2.5.1 Graph Theory
•Graph theory studies networks of nodes and edges. It is used in various applications,
including network analysis, social networks, and transportation planning.
•2.5.2 Combinatorics
•Combinatorics explores counting and arranging objects. It is vital in analyzing
permutations, combinations, and probabilities in discrete structures.
•Understanding these mathematical foundations is essential for developing the
analytical and problem-solving skills required in Computational Science. In the
subsequent chapters, we will apply these mathematical concepts to solve complex
problems using computational methods.
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