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Simulation and numerical methods

Type of study Follow-up Master
Language of instruction Czech
Code 310-3147/01
Abbreviation SNM
Course title Simulation and numerical methods
Credits 4
Coordinating department Department of Mathematics and Descriptive Geometry
Course coordinator prof. RNDr. Radek Kučera, Ph.D.

Osnova předmětu

1. Introduction, basic terminology, motivational examples.
2. Systems of ordinary differential equations, Cauchy's problem.
3. Elimination method.
4. Euler method.
5. Method of constant variance.
6. Boundary value problems for ordinary differential equations.
7. Application examples for analytical methods.
8. One-step numerical methods.
9. Multi-step numerical methods.
10. Calculations with controlled accuracy.
11. Taylor series method.
12. Method of shooting.
13. Application examples for numerical methods.
14. Final summary, evaluation, reserve.

Povinná literatura

M.T.Heath: Scientific Computing. An Introductory Survey, McGraw-Hill, New York, 2002. M.T.Heath: Scientific Computing. An Introductory Survey, McGraw-Hill, New York, 2002.

Doporučená literatura

Süli, E., Mayers, D.: An introduction to Numerical Analysis. Cambridge University Press, 2003.