406-0663-AAL Numerical Methods for CSE
| Semester | Autumn Semester 2020 |
| Lecturers | R. Hiptmair |
| Periodicity | every semester recurring course |
| Language of instruction | English |
| Comment | Enrolment 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. |
Courses
| Number | Title | Hours | Lecturers | |
|---|---|---|---|---|
| 406-0663-AA R | Numerical Methods for CSE Self-study course. No presence required. This course completely coincides with 401-0663-00 V Numerical Methods for CSE. All information published for that course also applies to this one. Participating students are requested to enrol in 401-0663-00 V as well to ensure smooth flow of information. | 240s hrs | R. Hiptmair |
Catalogue data
| Abstract | he 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++. |
| Learning 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 | * Direct Methods for linear systems of equations * Least Squares Techniques * Data Interpolation and Fitting * Filtering Algorithms * Approximation of Functions * Numerical Quadrature * Iterative Methods for non-linear systems of equations |
| Lecture notes | Lecture materials (PDF documents and codes) will be made available to participants. |
| Literature | U. 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 / Notice | Solid 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 credits | 8 credits |
| Examiners | R. Hiptmair |
| Type | session examination |
| Language of examination | English |
| Repetition | The performance assessment is offered every session. Repetition possible without re-enrolling for the course unit. |
| Mode of examination | written 225 minutes |
| Additional information on mode of examination | Mode 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 aids | No aids 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. |
Groups
| No information on groups available. |
Restrictions
| There are no additional restrictions for the registration. |
Offered in
| Programme | Section | Type | |
|---|---|---|---|
| Physics Master | Course Units for Additional Admission Requirements | E- |  |
| Computational Science and Engineering Master | Course Units for Additional Admission Requirements | E- | |