Numerical methods I (wi2604)
Up to date until 2005
I Numerical methods I
After a short introduction about numerical analysis, rounding errors and
the Order symbol of Landau, we discuss interpolation and extrapolation.
This topic is the key in many chapters to develop numerical methods.
Some methods are used to derive numerical differentiation algorithms.
A number of methods are given to solve initial value problems.
Background
information is presented to choose an appropriate method.
Methods to derive numerical differentiation algorithms are used to solve
boundary value problems. To motivate
a choice between the different solution techniques we define the
following properties: consistency, stability and convergence. This
module is concluded by a numerical method to solve the
convection-diffusion equation.
A combination of
the methods given in Module I and II is used to solve the heat
equation. This module ends with methods for numerical integration and
the solution of nonlinear equations.
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