Numerical Methods

Solution of linear systems of equations. Interpolation and the least square method. Numerical differentiation and integration. Non-linear equations and systems of equations. Numerical solution of ordinary and partial differential equations. Programming of numerical methods.

1. Knowledge. The student is familiar with selected algorithms for numerical solution of linear and nonlinear equations, differential equations and integration, and knows how these algorithms are developed and analyzed. The student is familiar with central concepts such as error sources, convergence and stability. 2. Skills. The student is able to choose a suitable numerical algorithm for a given mathematical problem, to implement this method, and to critically evaluate the result. Moreover, the student is capable of developing (further) simple numerical algorithms and to analyze these.

Lectures, project and exercises. Some of the exercises will be compulsory. The lectures will be given in English if the course is attended by students who don't master a Scandinavian language.