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Numerical Methods

Typ studia bakalářské
Jazyk výuky angličtina
Kód 310-2304/01
Zkratka NumMeth
Název předmětu česky Numerical Methods
Název předmětu anglicky Numerical Methods
Kreditů 5
Garantující katedra Katedra matematiky a deskriptivní geometrie
Garant předmětu prof. RNDr. Radek Kučera, Ph.D.

Subject syllabus

Program of lectures
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Week. Lecture
-------------
1st Course contents, the issue of errors, stability calculations.
2nd Solution of nonlinear equations, separation of roots, the simplest method.
3rd Newton's method and simple iterations.
4th Direct methods for solving linear equations, Gaussian elimination and LU-decomposition.
5th Eigenvalues and eigenvectors, numerical calculation.
6th Iterative methods for solving linear equations.
7th Interpolation by polynomials and splines.
8th Least squares approximation.
9th Numerical differentiation and integration.
10th Extrapolation in the calculation of integrals. Gaussian integration formulas.
11th One-step method for solving initial value problems for ordinary differential equations.
12th Multistep methods.
13th Ordinary differential equations of higher order.
14th Systems of differential equations.

Program of the excercises and the exam questions are analogous.
Matalb program is used in the excersises.

Literature

1. Burden, R. L., Faires, J. D.: Numerical Analysis. Cengage Learning, 2011
2. Chapra, S., Canale, R.: Numerical Methods for Engineers. McGraw-Hill Education, 2009.

Advised literature

1. Qaurteroni, A., Sacco, R., Saleri, F.: Numerical Mathematics. Springer, 2007.
2. Süli, E., Mayers, D.: An introduction to Numerical Analysis. Cambridge University Press, 2003.
3. Van Loan, C. F.: Introduction to scientific computing. Prentice Hall, Upper Saddle River, NJ 07459, 1999.