406-0663-AAL  Numerical Methods for CSE

SemesterAutumn Semester 2016
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.
210s hrsR. Hiptmair

Catalogue data

Abstracthe 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
Content1. Direct Methods for linear systems of equations
2. Least Squares Techniques
3. Data Interpolation and Fitting
4. Filtering Algorithms
8. Approximation of Functions
9. Numerical Quadrature
10. Iterative Methods for non-linear systems of equations
11. Single Step Methods for ODEs
12. Stiff Integrators
Lecture notesLecture materials (PDF documents and codes) will be made available to participants.
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.

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 / NoticeSolid knowledge about fundamental concepts and technques from linear algebra & calculus as taught in the first year of science and engineering curricula.

The 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
ECTS credits7 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 180 minutes
Additional information on mode of examinationSame exam as for the course unit 401-0663-00L, which is taught during the autumn semester and where a 30-minute mid-term exam and a 30-minute end-term exam will be held during the teaching period on dates specified in the beginning of the semester. Points earned in these exams will be taken into account through a bonus of up to 20% of the total points in the final session exam. 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 for the course unit 401-0663-00L and other materials will be made available online during the examination.
Written aidsSummary of up to 10 pages A4 in the candidates own handwriting. No printouts and copies are allowed.
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