Mathematics BSc
Course description
2013.

Numerical analysis 2
Hours
lect+pc
Credits
lect+pc
Assessment Specialization Course code
lect/pc
Semester Status
2 + 2 2 + 3 exam +
term grade
applied math. mm1c1na5a
mm1c2na5a
5 compulsory
Strong Weak Prerequisites
Practice class
Strong:
Analysis2L (mm1c1an2) or
Foundations of analysisL (mm1c1ap2)
Lecture
Weak:
practice class
Weak:
Remarks
  • Form of instruction: The classes are held in a computer laboratory, where students can experiment with the implementation of the algorithms in MATLAB.
Syllabus designed by:
Literature
  • J. Stoer, R. Bulirsch: Introduction to Numerical Analysis. Springer, 2002.
  • D. N. Arnold: A Concise Introduction to Numerical Analysis. Online.
Syllabus
  • Numerical integration in one dimension.
  • Orthogonal polynomials.
  • Ordinary differential equations, initial value problems. Euler and Runge-Kutta methods.
  • Stability.
  • Finite difference methods for the simplest elliptic and parabolic problems.
  • Fourier method.