Prof. Dr. M. Ehrhardt
Dipl.-Math. A. Schranner
|
Course Winterterm 2009/2010:
Introduction to Numerical Methods for Computer Simulation
This course will be given in English.
General Schedule
| Lecture |
Tu, 14:15 - 15:45 |
Hörsaal 24 (Building T.08.20) |
starting October 26 |
Lecture/Exercise |
Tu, 16:15 - 17:45 |
Hörsaal 24 (Building T.08.20) |
starting October 26 |
Topics and Time Schedule
| 1. Introduction, Error Analysis |
27.10.09 Lecture |
03.11.09 Exercise |
| 2. Vectors and Matrices |
10.11.09 Lecture |
17.11.09 Exercise |
| 3. Direct Methods for Linear Systems |
01.12.09 Lecture |
08.12.09 Exercise |
| 4. Iterative Methods for Linear Systems |
15.12.09 Lecture |
12.01.10 Exercise |
| 5. Methods for Nonlinear Systems |
19.01.10 Lecture |
26.01.10 Exercise |
| additional exercise |
05.01.10 16:15 |
Hörsaal 24 |
| Oral Examination |
02.02.10 16:15 |
Room G 14.02 |
Credits: 4 points
Contents
- error analysis (floating-point arithmetic, round-off errors, error propagation, condition)
- vectors and matrices (norms, elementary matrix operations, BLAS package)
- linear systems (Gaussian elimination & LR-decomposition, Cholesky-decomposition, condition & round-off errors, least-squares, elementary iteration schemes)
- nonlinear equations (univariate case, Newton method for multivariate case, fixed point theorems, Gauss-Newton, modified Newton)
Audience
Students in the master's programme
Computer Simulation in Science.
The participation in this course is obligatory with respect to this master's programme.
Literature
- R. Pulch, A. Bartel:
Lecture Script, Winterterm 2005/06.
- A. Quateroni, R. Sacco, F. Saleri: Numerical Mathematics. Springer, 1997.
- J. Stoer, R. Bulirsch: Introduction to Numerical Analysis. (2nd Ed.) Springer, 1993.
