AE4B01NUM NUMERICAL ANALYSIS
Lecturer: Mirko Navara
Annotation:
The course introduces to basic numerical methods of interpolation and approximation of functions, numerical differentiation and integration, solution of transcendent and ordinary differential equations and systems of linear equations. Emphasis is put on estimation of errors, practical skills with the methods and demonstration of their properties using Maple, and computer graphics. All topics are supported by worksheets for verification of knowledge from lectures; students apply them during seminars and work on exercises for the assessment. Preliminary knowledge of Maple is not supposed, the necessary minimum is taught at the first two seminars.
Links:
Main page (in Czech)
Czech webpage
Page for upload of tasks for assessment
Curricula of lectures:

Overview of the subject of Numerical Analysis.

Approximation of functions, polynomial interpolation.
Errors of polynomial interpolation and their estimation.
Hermite interpolating polynomial. Splines.
[NR 3.0, 3.1, 3.3, 3.5] [KJD 2.12.4]

Least squares approximation.
[NR 15.0, 15.1, 15.4]

Basic rootfinding methods.
Iteration method, fixed point theorem.
Basic theorem of algebra, root separation and finding roots of polynomials.
[NR 9.0, 9.1, 9.2, 9.4, 9.5] [KJD 3.1]

Solution of systems of linear equations.
[NR 2.05] [KJD 1.11.2.2, 1.3.1]

Numerical integration (quadrature). [KJD 2.6.1]
Error estimates and stepsize control, Richardson's extrapolation in integration. [KJD 2.5.3]
Gaussian and Romberg integration.
[NR 4.05]

Onestep methods of solution of ODE's.
Multistep methods of solution of ODE's.
Richardson's extrapolation in ODE's.
[NR 16.0, 16.1, 16.3., 16.4] [KJD 4.14.4]
References:
 [NR] Press, W. H., Flannery, B. P., Teukolsky, S. A., Vetterling, W. T.:
Numerical Recipes (The Art of Scientific Computing). 2nd ed., Cambridge University Press, Cambridge, 1992.
 [ACP] Knuth, D. E.:
The Art of Computer Programming. Addison Wesley, Boston, 1997.
 [KJD] Kubíček, M., Janovská, D., Dubcová, M.:
Numerical Methods and Algorithms. Institute of Chemical Technology, Prague, 2005.
Lectures:
Instructions for seminars:
Programs in Maple:
Responsible for this webpage:
http://cmp.felk.cvut.cz/~navara