Numerical Mathematics A

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Department of Technical Mathematics

Synopsis:

Numerical solution of linear and non-linear systems. Basics of interpolation and approximation of functions, least squares method. Numerical solution of ordinary differential equations. Solution od basic linear partial differential equations usinf finite differences method.

Requirements:

Syllabus of lectures:

Systems of linear equations, direct and iterative methods. Non-linear systems, Newton method. Polynomial interpolation, spline interpolation. Least squares method approximation. Runge-Kutta type methods for solution of initial value probles for systems of ordinary differential equations. Boundary value problems for 2nd order ordinary differential equations. Method of finite differences for basic types of linear 2nd order partial differential equations.

Syllabus of tutorials:

Systems of linear equations, direct and iterative methods. Non-linear systems, Newton method. Polynomial interpolation. Least squares method approximation. Runge-Kutta type methods for solution of initial value probles for systems of ordinary differential equations. Boundary value problems for 2nd order ordinary differential equations. Method of finite differences for basic types of linear 2nd order partial differential equations.

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No time-table has been prepared for this course

The course is a part of the following study plans:

• 12 74 79 00 BTZSI 2012 A - prezenční anglicky (compulsory course in the program)