406-0663-AAL  Numerical Methods for CSE

SemesterSpring Semester 2021
LecturersR. Hiptmair
Periodicityevery semester recurring course
Language of instructionEnglish
CommentEnrolment ONLY for MSc students with a decree declaring this course unit as an additional admission requirement.

Any other students (e.g. incoming exchange students, doctoral students) CANNOT enrol for this course unit.


406-0663-AA RNumerical Methods for CSE
Self-study course. No presence required.
240s hrsR. Hiptmair

Catalogue data

AbstractIntroduction into fundamental techniques and algorithms of numerical mathematics which play a central role in numerical simulations in science and technology.
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 in C++
Content1. Computing with Matrices and Vectors
2. Direct Methods for Linear Systems of Equations
3. Direct Methods for Linear Least Squares Problems
4. Filtering Algorithms
5. Data Interpolation and Data Fitting in 1D
6. Approximation of Functions in 1D
7. Numerical Quadrature
8. Iterative Methods for Non-linear Systems of Equations
12. Numerical Integration - Single Step Methods
13. Single Step Methods for Stiff Initial Value Problems
Lecture noteshttps://people.math.ethz.ch/~grsam/HS16/NumCSE/NumCSE16.pdf
LiteratureW. Dahmen, A. Reusken "Numerik für Ingenieure und Naturwissenschaftler", Springer 2006.
M. Hanke-Bourgeois "Grundlagen der Numerischen Mathematik und des wissenschaftlichen Rechnens", BG Teubner, 2002
P. Deuflhard and A. Hohmann, "Numerische Mathematik I", DeGruyter, 2002
U. Ascher and C. Greif "A first course in Numerical Methods"
Prerequisites / NoticeExamination will be conducted at the computer and will involve coding in C++/Eigen.
A course covering the material is taught in English every autumn term (course unit 401-0663-00L). Course documents, exercises and examinations are available online.

Performance assessment

Performance assessment information (valid until the course unit is held again)
Performance assessment as a semester course
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).

Same exam as for the course unit 401-0663-00L, which is taught during the autumn semester and where a 30-minutes mid-term exam and a 30-minutes end-term exam (both not mandatory) will be held during the teaching period on dates specified in the beginning of the semester. The grades of these interim examinations will be taken into account through a BONUS of up to 20% for the final grade. The bonus can also be acquired by students who must take the performance assessment for the course unit 406-0663-AAL if they take part in the exams during the semester.

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.
Written aidsNone
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.


No information on groups available.


There are no additional restrictions for the registration.

Offered in

Physics MasterCourse Units for Additional Admission RequirementsE-Information
Computational Science and Engineering MasterCourse Units for Additional Admission RequirementsE-Information