Course Catalog 2008-2009 |
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MAT-31106 Numerical Analysis 1, 3 cr |
Robert Piche
| Lecture times and places | Target group recommended to | |
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Exam
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Theory and practical application of essential numerical methods for scientific and engineering problem solving.
| Content | Core content | Complementary knowledge | Specialist knowledge |
| 1. | Error analysis | Sources of error, error characterization, sensitivity, cancellation | |
| 2. | Solving a nonlinear equation | 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 |
| Type | Name | Author | ISBN | URL | Edition, availability, ... | Examination material | Language |
| Book | Introduction to Numerical Computation | Lars Eldén et al. | 91-44-03727-9 | Studentlitteratur, 2004 | English |
| Course | Corresponds course | Description |
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| Description | Methods of instruction | Implementation | |
| Implementation 1 | Exercise sessions in English Thursdays 14-17 in Tb215. The student is expected to read the textbook pages and do some problems BEFORE the exercise session. |
Contact teaching: 0 % Distance learning: 0 % Self-directed learning: 0 % |
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| Implementation 2 | Summer course. Lectures in Finnish, exercise sessions in English. |
Contact teaching: 0 % Distance learning: 0 % Self-directed learning: 0 % |