Course detail

Numerical methods

FAST-HA52Acad. year: 2011/2012

Development of errors in numerical calculations.
Numerical solution of algebraic equations and their systems.
Direct and iterative methods of solution of linear algebraic equations.
Eigennumbers and eigenvectors of matrices. Construction of inverse and pseudoinverse matrices.
Interpolation polynoms. Splines. Approximation of functions using the least square method.
Numerical evaluation of derivatives and integrals.

Language of instruction

Czech

Number of ECTS credits

2

Mode of study

Not applicable.

Department

Institute of Mathematics and Descriptive Geometry (MAT)

Learning outcomes of the course unit

Following the aim of the course, students will be able to apply numerical approaches to standard engineering problems.

Prerequisites

Basic knowledge of linear algebra and of differential and integral calculus of functions of one and more variables.

Co-requisites

Not applicable.

Planned learning activities and teaching methods

Not applicable.

Assesment methods and criteria linked to learning outcomes

Requirements for successful completion of the subject are specified by guarantor’s regulation updated for every academic year.

Course curriculum

1.Numerical solution of 1 nonlinear algebraic equations – starting methods, method of successive approximations, methods of tangents and sesants. Rate of convergence.
2.Linear spaces and operators, norm of vectors and matrices. Contractive operators, Banach fixed point theorem.
3.Solution of systems of nonlinear algebraic equations – simple iteration, Newton method. Eigennumbers and eigenvectors of square matrices - direct calculation, power-law algorithm, iteration in a subspace.
4.Overview of methods for solution of systems of linear algebraic equations. Direct methods – Gauss elimination, LU-decomposition, Choleski decomposition. Quasidiagonal and sparse systems. System (pre-)conditioning. QR-decomposition. Construction of inverse and pseudoinverse matrices.
5.Iterative methods – Jacobi iteration, Gauss-Seidel iteration. Relaxation methods. Method of coupled gradients (CGM).
6.Function spaces. Function interpolation – Lagrange polynomials, Hermite polynomials.
7.Linear and cubic splines. Function approximation, method of least squares (LSM).
8.Numerical derivatives, extrapolation to a limit. Numerical integration – rectangular, trapezoidal and Simpson rule. Romberg method, Gauss quadrature.
9.Boundary and initial problems in the analysis of differential equations. Finite difference method (FDM).
10.Variational formulation. Ritz-Galerkin method, finite element method (FEM).

Work placements

Not applicable.

Aims

To understand fundamentals of numerical methods for the interpolation and approximation of functions and for the solution of algebraic and differential equations, reqiured in the technical practice.

Specification of controlled education, way of implementation and compensation for absences

Extent and forms are specified by guarantor’s regulation updated for every academic year.

Recommended optional programme components

Not applicable.

Prerequisites and corequisites

Not applicable.

Basic literature

Not applicable.

Recommended reading

R. W. Hamming: Numerical Methods for Scientists and Engineers. Dover Publications, 1987. 978-0486652412. (CS)
J. Dalík: Numerické metody. CERM Brno, 1997. (CS)
Jiří Vala: Lineární prostory a operátory. elektronický učební materiál pro kombinované studium na FAST, 2004. (CS)

Classification of course in study plans

  • Programme N-P-C-GK Master's

    branch G , 1. year of study, summer semester, elective

Type of course unit

 

Exercise

26 hours, compulsory

Teacher / Lecturer