CTU FEE Moodle
Numerical Analysis
B232 - Summer 23/24
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Numerical Analysis - A4B01NUM
| Credits | 6 |
| Semesters | Winter |
| Completion | Assessment + Examination |
| Language of teaching | Czech |
| Extent of teaching | 2+2c |
Annotation
The course introduces to basic numerical methods of interpolation and approximation of functions, numerical differentiation and integration, solution of transcendent and ordinary differential equations and systems of linear equations. Emphasis is put on estimation of errors, practical skills with the methods and demonstration of their properties using Maple and computer graphics.
Study targets
Basic methods of approximation, numerical differentiation and integration, numerical solution to algebraic, transcendent and differential equations.
Course outlines
1. Overview of the subject of Numerical Analysis
2. Approximation of functions, polynomial interpolation
3. Errors of polynomial interpolation and their estimation
4. Hermite interpolating polynomial. Splines
5. Least squares approximation
6. Basic root-finding methods
7. Iteration method, fixed point theorem
8. Basic theorem of algebra, root separation and finding roots of polynomials
9. Solution of systems of linear equations
10. Numerical differentiation
11. Numerical integration (quadrature); error estimates and stepsize control
12. Gaussian and Romberg integration
13. One-step methods of solution of ODE's
14. Multistep methods of solution of ODE's
2. Approximation of functions, polynomial interpolation
3. Errors of polynomial interpolation and their estimation
4. Hermite interpolating polynomial. Splines
5. Least squares approximation
6. Basic root-finding methods
7. Iteration method, fixed point theorem
8. Basic theorem of algebra, root separation and finding roots of polynomials
9. Solution of systems of linear equations
10. Numerical differentiation
11. Numerical integration (quadrature); error estimates and stepsize control
12. Gaussian and Romberg integration
13. One-step methods of solution of ODE's
14. Multistep methods of solution of ODE's
Exercises outlines
1. Instruction on work in laboratory and Maple
2. Individual work - training in Maple
3. Polynomial interpolation, estimation of errors
4. Individual work on assessment tasks
5. Least squares approximation
6. Individual work on assessment tasks
7. Root-finding methods, root separation
8. Individual work on assessment tasks
9. Solution of systems of linear equations
10. Numerical differentiation
11. Numerical differentiation and integration, modification of tasks
12. Individual work on assessment tasks
13. Solution of ODE's
14. Individual work on assessment tasks; assessment
2. Individual work - training in Maple
3. Polynomial interpolation, estimation of errors
4. Individual work on assessment tasks
5. Least squares approximation
6. Individual work on assessment tasks
7. Root-finding methods, root separation
8. Individual work on assessment tasks
9. Solution of systems of linear equations
10. Numerical differentiation
11. Numerical differentiation and integration, modification of tasks
12. Individual work on assessment tasks
13. Solution of ODE's
14. Individual work on assessment tasks; assessment
Literature
[1] Press, W. H., Flannery, B. P., Teukolsky, S. A., Vetterling, W. T.: Numerical Recipes (The Art of Scientific Computing), Cambridge University Press, Cambridge, 1990.
[2] Knuth, D. E., The Art of Computer Programming, Addison Wesley, Boston, 1997.
[2] Knuth, D. E., The Art of Computer Programming, Addison Wesley, Boston, 1997.
Requirements
The first two courses of bachelor studies, mathematics and programming.