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Numerical Methods

Type of study Bachelor
Language of instruction Czech
Code 470-2501/03
Abbreviation NM
Course title Numerical Methods
Credits 6
Coordinating department Department of Applied Mathematics
Course coordinator doc. Ing. Dalibor Lukáš, Ph.D.

Subject syllabus

I. Data fitting: Lagrange interpolation, Chebyshev interpolation, least squares approximation, polynomial regression, orthogonal systems of polynomials (Legendre, Laguerre, Hermite), fast Fourier transform.

II. Numerical integration: Newton-Cotes quadrature, Gauss quadrature (Gauss-Legendre, Gauss-Laguerre, Gauss-Hermite).

III. Iterative methods for solution of nonlinear equations: bisection, fixed-point iterations, Newton method.

IV. Numerical solution to ordinary differential equations: one-step Euler, Crank-Nicholson, and Runge-Kutta methods, multi-step methods, predictor-corrector methods, Galerkin methods, parareal methods.

E-learning

Materials are available at https://homel.vsb.cz/~luk76

Literature

- QUARTERONI, Alfio; SACCO, Riccardo a SALERI, Fausto. Numerical mathematics. 2nd ed. Texts in applied mathematics, 37. Berlin: Springer, c2007. ISBN 978-3-540-34658-6.

Advised literature

- PRESS, William H. Numerical recipes: the art of scientific computing. 3rd ed. Cambridge: Cambridge University Press, 2007. ISBN 978-0-521-88068-8.