Numerical Programming I - Winter 08: Difference between revisions

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(Material for future lectures refer to the lectures from winter term 2007, and will be updated throughout the semester)
(Material for future lectures refer to the lectures from winter term 2007, and will be updated throughout the semester)
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws08/slides/handout_intro.pdf Introduction and Literature]
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws08/slides/handout_01.pdf Chapter 1:] Foundations of Numerics from Advanced Mathematics


; Introduction - Scientific Computing as a Discipline : Oct  
; Introduction - Scientific Computing as a Discipline : Oct  

Revision as of 10:55, 21 July 2008

Term
Winter 08
Lecturer
Univ.-Prof. Dr. Hans-Joachim Bungartz
Time and Place
t.b.a., room 02.07.023, first lecture: t.b.a.
Audience
Computational Science and Engineering, 1st semester
Tutorials
t.b.a.
Exam
t.b.a.
Semesterwochenstunden / ECTS Credits
6 SWS / 8 Credits
TUMonline
{{{tumonline}}}




Contents

This course provides an overview of numerical algorithms. Topics are:

  • Floating point arithmetics
  • Solving Linear systems
  • Interpolation
  • Quadrature
  • Eigenvalue problems
  • Basics of iterative methods
  • Basics of numerical methods for ordinary differential equations

The course will start with a short revision of mathematical foundations for numerical algorithms.


Lecture Notes

(Material for future lectures refer to the lectures from winter term 2007, and will be updated throughout the semester)


  • Chapter 1: Foundations of Numerics from Advanced Mathematics


Introduction - Scientific Computing as a Discipline
Oct
slides, handout
Fibonacci's Rabbits, Classification of Models
Oct
slides, handout
Continous Population Models I - Single Species Models
Nov
slides
Maple worksheet: popmodel.mws
Continous Population Models II & III - Systems of ODE, Analysis of ODE Models
slides, handout population models
Maple worksheets: lotkavolt.mws, dirfields.mws
Numerical Methods for ODE
Nov
slides, handout
Maple worksheet: numerics_ode.mws
Discrete Models for the Heat Equation
Dec
slides, handout
Maple worksheet: poisson2D.mws
Heat Equation - Analytical and Numerical Solution
Dec
slides, handout
Maple worksheets: Fourier's method: heat1D_four.mws, Discretisation: heat1D_disc.mws, heat1D_impl.mws
Additional material: Neumann stability (worksheet with solution), discrete energy (handout)

Exam

A written exam will be offered at the end of the lecture period.

Literature

  • A.B. Shiflet and G.W. Shiflet: Introduction to Computational Science, Princeton University Press
  • Boyce, DiPrima: Elementary Differential Equations and Boundary Value Problems, Wiley, 1992 (5th edition)
  • Golub, Ortega: Scientific Computing: An Introduction with Parallel Computing, Academic Press, 1993
  • Tveito, Winther: Introduction to Partial Differential Equations - A Computational Approach, Springer, 1998
  • Stoer, Bulirsch: Introduction to Numerical Analysis, Springer, 1996
  • Hackbusch: Elliptic Differential Equations - Theory and Numerical Treatment, Springer, 1992