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Foundations

solid pillars 2, 3, 4, 8, 10

The methods that do not care which physics you point them at: mathematical machinery, discretization and its error theory, solvers, statistics and uncertainty, and the discipline of establishing that any of it is right.

Every other section on this site links back here.

Pages

Page Pillar Covers
Mathematical methods 2 PDE classification, well-posedness, conditioning, SVD, asymptotics
Numerical methods 3 Truncation error, Lax equivalence, von Neumann, modified equations
Linear solvers 4 Direct vs Krylov, preconditioning, multigrid, residual vs error
Optimization and adjoints 4 Adjoint gradients, discrete vs continuous, complex step, chaotic limits
Probability and statistics 8 Estimators, effective sample size, regression, model selection
Uncertainty quantification 8 Aleatory vs epistemic, Monte Carlo, PCE, Sobol indices, emulators
Verification and validation 10 MMS, observed order, Richardson, GCI, the V-vs-V distinction
Research craft 10 Reproducibility, figures, claims, audience

Reading order

There is a chain running through this section, and it is worth following once:

Mathematical methods establishes PDE type and conditioning → numerical methods turns the PDE into a discrete system and says what error that introduces → linear solvers solves it, at a cost set by the conditioning from the first page → verification and validation establishes the answer is right → UQ says how much to trust it → research craft reports it honestly.

Optimization and adjoints and probability and statistics are entered as needed.

The theme running through all of it

Three failures recur across these pages, and they are the same mistake in different clothing — confusing a measure of effort with a measure of correctness:

  • A small residual read as a small error. The gap is the condition number.
  • A converged iteration read as a converged solution. Iterative and discretization error are independent.
  • A calibrated model read as a validated one. Fitting is not prediction.

Each is recorded in the failure-modes block of the relevant page.

Connections

Sources

Per page. See the course archive for the Maths and CSE folders.