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Numerical Quadrature and Cubature 1 - NNUM139

Title:	Numerická kvadratura a kubatura 1
Guaranteed by:	Department of Numerical Mathematics (32-KNM)
Faculty:	Faculty of Mathematics and Physics
Actual:	from 2013 to 2017
Semester:	winter
E-Credits:	3
Hours per week, examination:	winter s.:2/0, Ex [HT]
Capacity:	unlimited
Min. number of students:	unlimited
4EU+:	no
Virtual mobility / capacity:	no
State of the course:	not taught
Language:	Czech
Teaching methods:	full-time
Teaching methods:	full-time

Guarantor:	doc. RNDr. Josef Kofroň, CSc.
Classification:	Mathematics > Numerical Analysis
Interchangeability :	NMNV566
Is incompatible with:	NMNV566
Is interchangeable with:	NMNV566

Opinion survey results Examination dates Schedule Noticeboard

Annotation -

Last update: RNDr. Jan Kofroň, Ph.D. (26.04.2006)

Modern methods of calculation of one and multidimensional integrals.

Aim of the course -

Last update: KOFRON/MFF.CUNI.CZ (23.04.2008)

Getting knowledge about modern methods on approximate integration, creatable access.

Literature - Czech

Last update: T_KNM (17.05.2008)

Davis P.J., Rabinowitz P.: Methods of Numerical Integration, Academic Press, l983

Engels H.: Numerical Quadrature and Cubature, Academic Press, l980

Teaching methods -

Last update: T_KNM (17.05.2008)

Lectures in the classroom.

Requirements to the exam -

Last update: T_KNM (17.05.2008)

Examination according to the syllabus.

Syllabus -

Last update: T_KNM (17.05.2008)

Fundamentals, applications of quadrature and cubature formulae, historical remarks. Construction principles of quadrature and cubature formulae. Geometrical access, method of Taylor expansion, the method of undetermined coefficients, method of generating function, interpolatory quadrature and cubature, Monte-Carlo method, number theoretic method.

Error analysis of quadrature and cubature formulae. Error representation, Peano and Sard kernels, minimization of error, error bounds without derivatives of functions for quadrature on analytic function spaces. Convergence of quadrature and cubature fomulae.