MAT-31106 NUMERICAL ANALYSIS 1, 3 cr
|
Courses persons responsible
Robert Piche
Lecturers
Robert Piche
Implementations
Period 1 | Period 2 | Period 3 | Period 4 | Period 5 | Summer | |
Exercise | - | - | 2 h/week | - | - | - |
Exam |
Objectives
Theory and practical application of essential numerical methods for scientific and engineering problem solving.
Content
Content | Core content | Complementary knowledge | Specialist knowledge |
1. | Error analysis | Sources of error, error characterization, sensitivity, cancellation | |
2. | Solving nonlinear equations | root multiplicity, bisection, Newton & secant method, convergence, stopping criteria | |
3. | Interpolation and approximation | uniqueness, error, formulas (Newton, Neville, Lagrange), Runge example, Hermite interpolation, least squares & orthogonal polynomials | |
4. | Integration | quadrature formulas from polynomials, composite Newton-Cotes methods, Romberg method, adaptive quadrature, improper integrals | |
5. | Differential equation initial value problems | standard form, Euler's, Heun's, and Runge-Kutta methods, adaptive step size, numerical stability, stiff solvers |
Requirements for completing the course
Exam
Evaluation criteria for the course
Study material
Type | Name | Auhor | ISBN | URL | Edition, availability... | Exam material | Language |
Book | Introduction to Numerical Computation | Lars Eldén et al. | 91-44-03727-9 | Studentlitteratur, 2004 | Yes | English |
Prerequisites
Prequisite relations (Sign up to TUT Intranet required)
Additional information about prerequisites
First year engineering mathematics
Remarks
Scaling
Methods of instruction | Hours |
Exercises | 72 |
Other scaled | Hours |
Exam/midterm exam | 3 |
Total sum | 75 |
Correspondence of content
MAT-31100 Numerical Analysis 1
Last modified | 13.03.2006 |
Modified by | Robert Piche |