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Numerical Methods

Type of study Doctoral
Language of instruction Czech
Code 470-6504/01
Abbreviation NM
Course title Numerical Methods
Credits 10
Coordinating department Department of Applied Mathematics
Course coordinator doc. Ing. Dalibor Lukáš, Ph.D.

Subject syllabus

Topics:
1. Data fiting - Lagrange and Chebyshev interpolation, least-square method, polygonal regression, fast Fourier transform.
2. Numerical integration - Newton-Cotes, Gauss-Legendre, and Gauss-Hermite formula.
3. Iterative methods for linear systems - methods of Jacobi, Gauss-Seidel, Richardson, and the conjugate gradients method, preconditioning.
4. Iterative methods for nonlinear equations - bisection, fixed point iterations, Newton method.
5. Numerical solution of ordinary differential equations - one-step Euler and Crank-Nicholson methods, multi-step Runge-Kutta methods, predictor-corrector, Galerkin, and parareal methods.

Literature

- A. Quarteroni, R. Sacco, F. Saleri, Numerical Mathematics. Springer, 2007.

Advised literature

- W.H. Press, B.P. Flannery, S.A. Teukolski, W.T. Vetterling, Numerical Recipes in C. Cambridge University Press, 1990.