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The student will
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become familiar with the strengths and limitations of important numerical methods
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be able to implement and validate these numerical methods
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be able to apply these numerical methods to problems in physics and mathematics
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This course discusses the mathematical foundation of most common numerical methods for differentiation and integration, calculation of eigenvalues and eigenvectors, solutions to differential equations, and performing Fourier analysis. A special focus will lie on the numerical accuracy of the specific algorithms and possibly resulting numerical errors.
In practical “hands-on” sessions and in form of assignments the corresponding algorithms will be implemented and studied by the students themselves.
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- Basic knowledge linear algebra, calculus, and differential equations
- Knowledge of a programming language (Fortran, C or C++, or Python)
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- weekly & final programming assignments
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