Scientific Computing II (F)
Spring 2004
This information is available on http://www.it.uu.se/edu/course/homepage/bervet2/vt04
The course starts Wednesday, 24th of March, 2004. The first lecture will be given at 08.15 in room Å10134, see schedule Group A and B
Group C and D. A written examination takes place May 17, 2004, 8 a.m. to 1 p.m. in the examination hall at Polacksbacken.
The course uses Ping Pong
, an internetbased course environment with webpages, fileservers and communication devices. In order to be able to use Ping Pong, you need to be registered for the course and have an account at UpUnet-S.
Teachers
| Lectures, Exercises group B | Exercises group C and D | Exercises group A |
henrik@it.uu.se |
pers@it.uu.se |
wendy@it.uu.se |
Aims of the course
To give deeper and extended knowledge and skills about basic concepts in numerical analysis and in numerical methods for important computational problems in natural sciences and technology.
Course content
Matrices and matrix algebra: norms, spectral radius, condition number, transformations. The eigenvalue problem: diagonalisation, triangularisation, Gershgorin circles, Rayleigh quotient, the QR method, invers iteration. Least squares problem: orthogonal polynomials, QR factorisation. Fourier expansion, the fast Fourier transform (FFT), overdetermined systems. Finite difference methods (FDM) and finite element methods (FEM) for ordinary differential equations (ODE). Numerical solutions to timedependent partial differential equations (PDE): well posedness, difference schemes, consistency, stability and convergence. Numerical solution to elliptic PDEs. Iterative methods for linear systems.