401-0663-00L Numerical Methods for CSE
Semester | Autumn Semester 2017 |
Lecturers | R. Alaifari |
Periodicity | yearly recurring course |
Language of instruction | English |
Courses
Number | Title | Hours | Lecturers | |||||||||||||||||||
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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. | 4 hrs |
| R. Alaifari | ||||||||||||||||||
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). | 2 hrs | R. Alaifari |
Catalogue data
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: Link |
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
Performance assessment information (valid until the course unit is held again) | |
Performance assessment as a semester course | |
In examination block for | Bachelor's Degree Programme in Computational Science and Engineering 2016; Version 27.03.2018 (Examination Block G1) Bachelor's Programme in Computational Science and Engineering 2012; Version 13.12.2016 (Examination Block G1) |
ECTS credits | 7 credits |
Examiners | R. Alaifari |
Type | session examination |
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. |
Learning materials
Main link | Course web page |
Only public learning materials are listed. |
Groups
No information on groups available. |
Restrictions
There are no additional restrictions for the registration. |