NUMERICAL MATHEMATICS
Summer semester 2016/2017
Lectures: Thursday 14:15 (room KN:A-447)
Tutorials: Friday 12:30 (room KN:A-447)
- Detailed information (in Czech)
Course Schedule
Week 1- Introduction, example pdf.
- Principle of iterative methods. Simple iteration method ( fixed point iterations).
- Ilustration in Matlab: Fixed point iterations
- Matrix properties: norms, spectral radius, symmetry, ...
- Ilustration in Matlab: Matrix properties
- HW
- Iterative methods for linear systems:
- fixed point iteration
- Jacobi and Gauss-Seidel iterations, graphical ilustration - Solved problems
- Ilustration in Matlab
- HW
- Gradient methods. The steepest descent method.
Ilustration in Matlab.. - Approximation by polynomials - the least squares method.
Ilustration in Matlab. - HW
- Substitution of derivatives by finite differences.
- Cauchy problem for ordinary differential equations, explicit and implicit Euler's method, Collatz's method.
- Ilustration in Matlab.
- HW
- Cauchy problem for ordinary differential equations: one-step methods - local and global discretization errors, consistence, stability, convergence.
- Explicit Runge-Kutta methods.
- Ilustration in Matlab.
- HW
- Boundary value problem for ordinary differential equations: Finite differences in 1D.
- Ilustration in Matlab.
- HW
- Recapitulation.
- Dirichlet problem for Poisson equation, Finite difference method.
- Ilustration in Matlab.
- HW
- Mixed problem for heat equation, Finite difference method.
- Ilustration in Matlab.
- HW
- Mixed problem for wave equation, Finite difference method.
- Ilustration in Matlab.
- HW
- Classification of the 2-nd order linear partial differential equations of two independent variables.
- Recapitulation.
- Assessment test Thu 18-th of May
the results will be available on Fri 19-th of May
Requirements for exams: A level, B level
References
- T. Petersdorff: Fixed Point Iteration and Contraction Mapping Theorem
- Y. Saad: Iterative methods for sparse linear systems ( pdf )
- G. Strang: Computational Science and Engineering, selected chapters
- C. T. Kelley: Iterative Methods for Linear and Nonlinear Equations, SIAM 1995
- T. Petersdorff: Errors for Linear Systems
- M. Zeltkevic: Forward and Backward Euler Methods
- E. Cheever: Fourth Order Runge-Kutta
- D. N. Arnold: Stability, consistency, and convergence of numerical discretizations
- Matlab tutorial - Clarkson University - html
- A short introduction to Matlab - html
- * K. B. Petersen, M. S. Pedersen: The Matrix Cookbook - pdf
Video Lectures
- Gilbert Strang: Linear algebra, Unit II: Least Squares, Determinants and Eigenvalues
- Gilbert Strang: Computational Science and Engineering I, 2008
- Gilbert Strang: Computational Science and Engineering II, 2006