401-0663-00L  Numerical Methods for CSE

SemesterAutumn Semester 2019
LecturersR. Hiptmair
Periodicityyearly recurring course
Language of instructionEnglish


401-0663-00 VNumerical Methods for CSE
No lectures on 26 and 27 September and on 3 and 4 October 2019.
The cancelled lectures will be compensated as follows:
19 September 2019, 12-13
20 September 2019, 15-17
10 October 2019, 12-13
11 October 2019, 15-17
18 October 2019, 15-17
4 hrs
Thu10:15-12:00HG F 1 »
Fri13:15-15:00HG F 1 »
19.09.12:15-13:00HG F 1 »
20.09.15:15-17:00HG F 1 »
10.10.12:15-13:00HG F 1 »
11.10.15:15-17:00HG F 1 »
18.10.15:15-17:00HG F 1 »
R. Hiptmair
401-0663-00 UNumerical Methods for CSE
Groups are selected in myStudies.
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
Mon10:15-12:00CLA E 4 »
10:15-12:00LFW B 3 »
10:15-12:00LFW E 13 »
10:15-12:00ML H 41.1 »
10:15-12:00ML J 34.1 »
10:15-12:00ML J 34.3 »
13:15-15:00HG E 33.3 »
13:15-15:00LEE D 105 »
13:15-15:00LFW B 3 »
13:15-15:00LFW C 5 »
13:15-15:00ML F 40 »
R. Hiptmair
401-0663-00 PNumerical Methods for CSE
programming homework
1 hrsR. Hiptmair

Catalogue data

AbstractThe 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* Computing with Matrices and Vectors
* Direct Methods for linear systems of equations
* Least Squares Techniques
* Data Interpolation and Fitting
[ Filtering Algorithms, optional]
* Approximation of Functions
* Numerical Quadrature
* Iterative Methods for non-linear systems of equations
* Single Step Methods for ODEs
* Stiff Integrators
Lecture notesLecture materials (PDF documents and codes) will be made available to the participants through the course web page, whose address will be announced in the beginning of the course.
LiteratureU. 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.

W. Gander, M.J. Gander, and F. Kwok "Scientific Computing", Springer 2014.

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 / NoticeThe 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 forBachelor'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 credits8 credits
ExaminersR. Hiptmair
Typesession examination
Language of examinationEnglish
RepetitionThe performance assessment is offered every session. Repetition possible without re-enrolling for the course unit.
Mode of examinationwritten 225 minutes
Additional information on mode of examinationMode of examination: written 180 minutes (the 225 minutes mentioned elsewhere includes the time reserved for reading the examination).

Computer based examination involving coding problems beside theoretical questions. 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. The grades of these interim examinations will be taken into account through a BONUS of up to 20% for the final grade. The dates for the term exams will be communicated in the beginning of the course.
Written aidsSummary of up to 10 pages A4 in the candidate's OWN HANDWRITING
Online examinationThe 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

No public learning materials available.
Only public learning materials are listed.


401-0663-00 UNumerical Methods for CSE
Mon10:15-12:00CLA E 4 »
Mon13:15-15:00ML F 40 »
Mon10:15-12:00LFW B 3 »
Mon13:15-15:00HG E 33.3 »
Mon10:15-12:00LFW E 13 »
Mon13:15-15:00LEE D 105 »
Mon10:15-12:00ML H 41.1 »
Mon13:15-15:00LFW C 5 »
Mon10:15-12:00ML J 34.1 »
Mon13:15-15:00LFW B 3 »
Mon10:15-12:00ML J 34.3 »


There are no additional restrictions for the registration.

Offered in

Computational Biology and Bioinformatics MasterMethods of Computer ScienceWInformation
Computational Biology and Bioinformatics MasterTheoryWInformation
Computer Science BachelorCompulsory CoursesOInformation
Computer Science BachelorBasic CoursesOInformation
Computational Science and Engineering BachelorBlock G1 (Programme Regulations 2012 and 2016)OInformation
Computational Science and Engineering BachelorBlock G1OInformation