406-0663-AAL  Numerical Methods for CSE

SemesterSpring Semester 2015
LecturersP. Arbenz
Periodicityevery semester recurring course
Language of instructionEnglish
CommentEnrolment only for MSc students who need this course as additional requirement.



Courses

NumberTitleHoursLecturers
406-0663-AA RNumerical Methods for CSE
Self-study course. No presence required.
210s hrsP. Arbenz

Catalogue data

AbstractIntroduction into fundamental techniques and algorithms of numerical mathematics which play a central role in numerical simulations in science and technology.
Objective* Knowledge of the fundamental algorithms in numerical mathematics
* Knowledge of the essential terms in numerical mathematics and the
techniques used for the analysis of numerical algorithms
* Ability to choose the appropriate numerical method for concrete problems
* Ability to interpret numerical results
* Ability to implement numerical algorithms afficiently
Content1. Direct Methods for linear systems of equations
2. Interpolation
3. Iterative Methods for non-linear systems of equations
4. Krylov methods for linear systems of equations
5. Eigensolvers
6. Least Squares Techniques
7. Filtering Algorithms
8. Approximation of Functions
9. Numerical Quadrature
10. Clustering Techniques
11. Single Step Methods for ODEs
12. Stiff Integrators
13. Structure Preserving Integrators
LiteratureW. Dahmen, A. Reusken "Numerik für Ingenieure und Naturwissenschaftler", Springer 2006.
M. Hanke-Bourgeois "Grundlagen der Numerischen Mathematik und des wissenschaftlichen Rechnens", BG Teubner, 2002
C. Moler, Numerical computing with MATLAB, SIAM, 2004
P. Deuflhard and A. Hohmann, "Numerische Mathematik I", DeGruyter, 2002
Prerequisites / NoticeA course covering the material is taught in German every autumn term
(course unit 401-0663-00L). Exercises and examination are available in English.

Performance assessment

Performance assessment information (valid until the course unit is held again)
Performance assessment as a semester course
ECTS credits7 credits
ExaminersP. Arbenz
Typesession examination
Language of examinationEnglish
RepetitionThe performance assessment is offered every session. Repetition possible without re-enrolling for the course unit.
Mode of examinationwritten 180 minutes
Additional information on mode of examinationWritten computer exam
Written aidsDocuments will be available electronically during the exam. No further aids.
This information can be updated until the beginning of the semester; information on the examination timetable is binding.

Learning materials

No public learning materials available.
Only public learning materials are listed.

Groups

No information on groups available.

Restrictions

There are no additional restrictions for the registration.

Offered in

ProgrammeSectionType
Physics MasterCourse Units for Additional Admission RequirementsE-Information
Computational Science and Engineering MasterCourse Units for Additional Admission RequirementsE-Information