TANA39 Numerical Methods, ECTS-points
/NUMERISKA METODER FÖR M/

Advancement level:
B

Aim:
The course provides basic knowledge about numerical methods for solving mathematical problems, with applications in technology and science. Special attention is paid to matters concerning accuracy and efficiency. The course also gives practical familarity with numerical computations on calculators and computers.

Prerequisites:
TATM 61 Calculus, TATM31 Linear Algebra, TDDB26 Introduction to Programming in Ada

Supplementary courses:
TANA70 Fortran TANA50 Numerical Methods II TANA77 Scientific computations

Course content:
Error Analysis: Sources of Error and Error Propagation. Cancellation. Floating Point Arithmetic. IEEE Arithmetic. Numerical Remainder Term Estimates for Series. Non-linear Equations: The Bisection Method. Newton-Raphson's Method. The Secant Method. Error Estimation. Convergence Criteria and Rate of Convergence in Fixed Point Iteration. Interpolation: Newton's Interpolating Polynomial. Spline Interpolation. Numerical Differentiation. Difference Approximation of Derivatives. Richardson Extrapolation. Numerical Integration: The Trapezoidal rule and Romberg's Method. Generalized Integrals. 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, L., Wittmeyer-Koch, L.: Numerisk analys en introduktion (med formelsamling). Studentlitteratur. The English edition: Eldén, L., Wittmeyer-Koch, L.: Numerical Analysis an Introduction. Department of Mathematics, 1995. Elfving, T., Eriksson, J., Ouchterlony, U., Skoglund, I.: Numerisk analys en exempelsamling. Studentlitteratur. From the department: Instructions for the computer exercises.

TEN1Written examination
LAB1Labratory work
Course language is Swedish.