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Numerical Methods

Type of study Bachelor
Language of instruction English
Code 310-2304/01
Abbreviation NumMeth
Course title Numerical Methods
Credits 5
Coordinating department Department of Mathematics and Descriptive Geometry
Course coordinator prof. RNDr. Radek Kučera, Ph.D.

Subject syllabus

Program of lectures
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Week. Lecture
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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.