401-0663-00L Numerical Methods for CSE
|Semester||Autumn Semester 2017|
|Periodicity||yearly recurring course|
|Language of instruction||English|
|Abstract||The course gives an introduction into fundamental techniques and algorithms of numerical mathematics which play a central role in numerical simulations in science and technology. The course focuses on fundamental ideas and algorithmic aspects of numerical methods. The exercises involve actual implementation of numerical methods in C++.|
|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
|Content||1. Direct Methods for linear systems of equations|
2. Least Squares Techniques
3. Data Interpolation and Fitting
4. Filtering Algorithms
8. Approximation of Functions
9. Numerical Quadrature
10. Iterative Methods for non-linear systems of equations
11. Single Step Methods for ODEs
12. Stiff Integrators
|Lecture notes||Lecture materials (PDF documents and codes) will be made available to the participants through the course web page:|
|Literature||U. ASCHER AND C. GREIF, A First Course in Numerical Methods, SIAM, Philadelphia, 2011.|
A. QUARTERONI, R. SACCO, AND F. SALERI, Numerical mathematics, vol. 37 of Texts in Applied Mathematics, Springer, New York, 2000.
W. Dahmen, A. Reusken "Numerik für Ingenieure und Naturwissenschaftler", Springer 2006.
M. Hanke-Bourgeois "Grundlagen der Numerischen Mathematik und des wissenschaftlichen Rechnens", BG Teubner, 2002
P. Deuflhard and A. Hohmann, "Numerische Mathematik I", DeGruyter, 2002
|Prerequisites / Notice||The course will be accompanied by programming exercises in C++ relying on the template library EIGEN. Familiarity with C++, object oriented and generic programming is an advantage. Participants of the course are expected to learn C++ by themselves.|
|Performance assessment information (valid until the course unit is held again)|
|Performance assessment as a semester course|
|In examination block for||Bachelor's Programme in Computational Science and Engineering 2012; Version 13.12.2016 (Examination Block G1)|
Bachelor's Programme in Computational Science and Engineering 2016; Version 27.03.2018 (Examination Block G1)
|ECTS credits||7 credits|
|Language of examination||English|
|Repetition||The performance assessment is offered every session. Repetition possible without re-enrolling for the course unit.|
|Mode of examination||written 200 minutes|
|Additional information on mode of examination||Computer based examination involving coding problems beside theoretical questions. 20 minutes of the total examination time are reserved for _reading_ the examination. Parts of the lecture documents and other materials will be made available online during the examination.|
An optional 30-minutes mid-term and an optional 30-minutes end-term exam will be held during the teaching period. Points earned in these exams will be taken into account through a bonus of up to 20% of the total points in the final session exam.
|Written aids||Summary of up to 10 pages A4 in the candidates own handwriting. No printouts and copies are allowed.|
|Online examination||The examination may take place on the computer.|
|If the course unit is part of an examination block, the credits are allocated for the successful completion of the whole block.|
This information can be updated until the beginning of the semester; information on the examination timetable is binding.
|Main link||Course web page|
|Only public learning materials are listed.|
|401-0663-00 V||Numerical Methods for CSE|
No class on 7 December 2017.
The optional mid-term and end-term exams are planned to take place on 3 November 2017, 12:30-13:00 and on 22 December 2017, 12:30-13:00.
|401-0663-00 U||Numerical Methods for CSE|
Mon 10-12 or Mon 13-15 according to exercise group allocation.
In addition, a `Zentralpräsenz' will be offered (Mon 18-20 in HG E 41).
|No information on groups available.|
|There are no additional restrictions for the registration.|