MATLAB
Spatial Interpolation: Kriging
Given one dimensional data, compute the weighted least squares solution via Radial Basis Functions. The power function gives confidence intervals.
Wave Equation
Solve the 2D linear wave equation with Neumann boundary conditions using Chebyshev differentiation. Requires the chebfun package.
Signal Filtering via Fourier
Use the Fourier transform to filter and compress a test signal, measures the resulting error.