714-0886/01 – Numerical Methods (NumMeth)
| Gurantor department | Department of Mathematics and Descriptive Geometry | Credits | 5 |
| Subject guarantor | prof. RNDr. Radek Kučera, Ph.D. | Subject version guarantor | prof. RNDr. Radek Kučera, Ph.D. |
| Study level | undergraduate or graduate | | |
| | Study language | English |
| Year of introduction | 2009/2010 | Year of cancellation | 2019/2020 |
| Intended for the faculties | HGF, FAST, FBI, FS, FEI, FMT, USP | Intended for study types | Bachelor |
Subject aims expressed by acquired skills and competences
The course is an introduction to the numerical methods. The main goal consists in explanations of fundamental numerical principles so that students should be able to decide about an appropriate method for problems arising in the other courses or in the technical practice. An important ingredient is the algorithmic implementation of numerical methods and the usage of the standard numerical software.
The graduate of this course should know:
• to recognize problems suitable for solving by numerical procedures and to find an appropriate numerical method;
• to decide whether the computed solution is sufficiently accurate and, in case of need, to assess reasons of inaccuracies;
• to propose an algorithmic procedure for solving the problem and to choice a suitable computer environment for its realization.
It is necessary to complete Mathematics 1 and Mathematics 2 courses or their equivalents.
Teaching methods
Lectures
Individual consultations
Tutorials
Summary
The course is devoted to basic numerical methods of the linear algebra and the mathematical analysis. The following topics are presented: direct and iterative methods for solving systems of linear equations; eigenvalue problems; iterative solving of nonlinear equations; interpolation and approximation of the function data; numerical computation of integrals and derivatives; numerical solving of initial value problems for ordinary differential equations; using MATLAB in numerical computations.
Compulsory literature:
1. Burden, R. L., Faires, J. D.: Numerical Analysis. Cengage Learning, 2011
2. Chapra, S., Canale, R.: Numerical Methods for Engineers. McGraw-Hill Education, 2009.
Recommended literature:
1. Qaurteroni, A., Sacco, R., Saleri, F.: Numerical Mathematics. Springer, 2007.
2. Süli, E., Mayers, D.: An introduction to Numerical Analysis. Cambridge University Press, 2003.
3. Van Loan, C. F.: Introduction to scientific computing. Prentice Hall, Upper Saddle River, NJ 07459, 1999.
Additional study materials
Way of continuous check of knowledge in the course of semester
Tests and credits
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Exercises
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Conditions for obtaining credit points (CP):
- participation in exercises, 20% can be to apologize
- completion of three written tests, 0-20 CP
Exam
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- written exam 0-60 CP, successful completion at least 25 CP
- oral exam 0-20 CP, successful completion at least 5 CP
E-learning
Other requirements
The requirements are analogous to the program of the course.
Prerequisities
Subject has no prerequisities.
Co-requisities
Subject has no co-requisities.
Subject syllabus:
Program of lectures
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Week. Lecture
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1st Course contents, the issue of errors, stability calculations.
2nd Solution of nonlinear equations, separation of roots, the simplest method.
3rd Newton's method and simple iterations.
4th Direct methods for solving linear equations, Gaussian elimination and LU-decomposition.
5th Eigenvalues and eigenvectors, numerical calculation.
6th Iterative methods for solving linear equations.
7th Interpolation by polynomials and splines.
8th Least squares approximation.
9th Numerical differentiation and integration.
10th Extrapolation in the calculation of integrals. Gaussian integration formulas.
11th One-step method for solving initial value problems for ordinary differential equations.
12th Multistep methods.
13th Ordinary differential equations of higher order.
14th Systems of differential equations.
Program of the excercises and the exam questions are analogous.
Matalb program is used in the excersises.
Conditions for subject completion
Conditions for completion are defined only for particular subject version and form of study
Occurrence in study plans
Occurrence in special blocks
Assessment of instruction
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