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MAT-31106 Numerical Analysis 1, 3 cr |
Robert Piche
Lecture times and places | Target group recommended to | |
Implementation 1 |
Periods 3 3 - 0 |
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Implementation 2 |
Periods Summer - 0 |
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 | Lectures are in Finnish but exercises (Tue 12-14 TB215, Thu 12-14 Sb204, Thu 14-16 Tb215, Fri 12-14 Sb204) are in English. You are expected to read the textbook and do some problems before the exercise session. Quizzes are held at all sessions. Exercises start Jan 7. |
Contact teaching: 0 % Distance learning: 0 % Self-directed learning: 0 % |
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Implementation 2 | Summer Course MAT-31106 / Kesäkurssi MAT-31101 August 2-27, 2010. Lectures are given in Finnish. All material is in English. Exercise Sessions are run both in English and in Finnish. Luennot pidetään suomeksi. Kaikki materiaali on englanniksi. Harjoitukset pidetään suomeksi ja englanniksi. |