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MAM089 Scientific Computations 6.0 ECTS credits | |
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TIMEPERIOD: LANGUAGE: EXAMINER Inge Söderqvist Univ lekt PREREQUISITES MAM080 or similar COURSE AIM The courase aims to give knowledge of numerical methods for approximation, partial differential equations (PDE), and optimisation. The course will give the ability to judge the strengths, weaknesses, and applicability of different methods. It will also give an orientation about research activities in the area. CONTENTS Approximation using Chebyshev polynomials, rational functions, splines and Fourier series. Numerical difference methods for solving elliptic, parabolic, and hyperbolic PDEs. Numerical methods for solving the algebraic eigenvalue problem. Iterative methods for solving sparse linear system of equations. Optimisation problems: formulation, classification, and properties. Simplex and Karmarkars methods for solving linear optimisation problems. Duality and relaxation. Basic methods for unconstrained nonlinear optimisation problems, including nonlinear least squares problems. Orientation about constrained problems, integer problems, and some other classes of optimisation problems. TEACHING EXAMINATION COURSE GRADE SCALE: A-F ITEMS/CREDITS | |
| Computer Laborations | 3.00ECTS |
| Written exam | 3.00ECTS |
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COURSE LITERATURE Heath M: Scientific Computing: An Introductory Survey, Mc Graw - Hill, 1997 Råde, Westergren: Beta, Mathematics Handbook. Studentlitteratur REMARKS |
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