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Last update: T_KEVF (24.05.2002)
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Last update: IBARVIK/MFF.CUNI.CZ (16.05.2008)
Students will learn basic numerical algorithms (see annotation and syllabus). |
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Last update: IBARVIK/MFF.CUNI.CZ (16.05.2008)
Lecture |
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Last update: T_KEVF (16.05.2008)
Advanced algorithms of numerical mathematics Numerical mathematics ? accuracy, errors, stability of algorithms. Approximation ? interpolation, least square approximation, splines. Numerical integration and differentiation ? integration with equally spaced basis, Gaussian quadrature. Solution of linear algebraic equations ? Gaussian and Gauss-Jordan elimination, iterative methods. Root finding and solution of nonlinear sets of equations Integration of ordinary differential equations Euler method and its modifications, Runge-Kutta methods, predictor-corrector methods. Solution of partial differential equations difference, relaxation and super-relaxation method. Basics of theory of probability and mathematical statistics random variables and their description, moments of random variables, selected random variables, basic laws of the theory of probability and mathematical statistics, statistical testing of hypotheses. Selected algorithms of classical computational physics |