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| TANA46 | Numerical Methods, 3 p (sw) /Numeriska metoder för I/ Advancement level: B | |
| Aim: The course provides basic knowledge about numerical methods for solving mathematical problems, with applications in technology and economics. Special attention is paid to matters concerning accuracy and efficiency. The course also gives practical familarity with numerical computations on calculators and computers.Prerequisites: Basic courses in Calculus, Linear Algebra and Programming.Supplementary courses: Fortran. Second course in Numerical Methods.Course content: Error analysis: Sources of error and error propagation. Cancellation. Examples of error propagation in investment planning. Floating point arithmetic. Interpolation: Newton's interpolating polynomial. Spline interpolation. Numerical differentiation. Difference approximation of derivatives. Richardson extrapolation. Numerical integration. Linear algebra: Gaussian elimination with applications. LU-decomposition. Perturbation theory. Overdetermined linear systems and the least squares method. Initial value problems: Euler's method and Runge-Kutta methods. Boundary value problems: The finite difference method.Course literature: Eldén, Wittmeyer-Koch: Numerisk analys - en introduktion (med formelsamling), tredje upplagan. Studentlitteratur. The English edition: Eldén, Wittmeyer-Koch: Numerical Analysis an Introduction. Academic Press, 1990. Elfving, Eriksson, Ouchterlony, Skoglund: Numerisk analys - en exempelsamling. Studentlitteratur. From the department: Instructions for the computer science. | ||
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