NUMERICAL MATHEMATICS

Summer semester 2020/2021

Lectures:  Thursday  10:45-12:15,  online
Tutorials:  Thursday 14:15-15:45,  online


Course Schedule - Lectures

Week 1 Week 2 Week 3 Week 4 Week 5
  1. Substitution of derivatives with finite differences.
  2. Cauchy problem for ordinary differential equation, explicit and implicit Euler's method.
  3. Cauchy problem for systems of ordinary differential equations.
  4. Ilustration in Matlab.
  5. Video: Euler's method - the basics
  6. Video: Gilbert Strang, MIT
Week 6
  1. Order of methods, Collatz (midpoint) method.
  2. Explicit Runge-Kutta methods - example.
  3. Ilustration in Matlab.
  4. Video: Midpoint method - the basics - first 6:30 minutes
  5. Video: Local vs. Global Truncation Errors - from approx. 5:50 minute on
  6. Video: Gilbert Strang
  7. Wiki - Runge-Kutta methods.
Week 7 Week 8 Week 9 Week 10 Week 11 Week 12 Week 13


Requirements for exams: A level, B level,    examples of theoretical problems: A level, B level,
example of an exam test A and B level: at B level you should expect similar problems to those given as HWs plus some theoretical questions, at A level you should expect more theory and wider range of problems, see requirements above.


References

Video Lectures


Last updated: 24. January 2021