401-2673-AAL  Numerical Methods for CSE

SemesterAutumn Semester 2022
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.


401-2673-AA RNumerical Methods for CSE
Self-study course. No presence required.
This course completely coincides with 401-2663-00 V Numerical Methods for CSE. All information published for that course also applies to this one. Participating students are requested to enrol in the course unit 401-2663-00L as well to ensure smooth flow of information.
270s 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
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 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 credits9 credits
ExaminersR. Hiptmair
Typesession examination
Language of examinationEnglish
RepetitionThe performance assessment is offered every session. Repetition possible without re-enrolling for the course unit.
Admission requirementNone
Mode of examinationwritten 210 minutes
Additional information on mode of examinationMode of examination: written 180 minutes (leading to 210 minutes total exam time when adding the time reserved for reading the exam problems).

Computer based examination involving coding problems beside theoretical questions. Parts of the lecture documents and other materials will be made available on the computers 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 30% for the final grade. The dates for the term exams will be communicated in the beginning of the course.
Written aidsNo aids admitted. Some documentations and documents will be made available on the exam computers.
Online examinationThe examination may take place on the computer.
Distance examinationIt is not possible to take a distance examination.
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