Scientific Computing NV2
Syllabus, Master's level, 1TD043
This course has been discontinued.
- Code
- 1TD043
- Education cycle
- Second cycle
- Main field(s) of study and in-depth level
- Computer Science A1N
- Grading system
- Pass with distinction (5), Pass with credit (4), Pass (3), Fail (U)
- Finalised by
- The Faculty Board of Science and Technology, 15 March 2007
- Responsible department
- Department of Information Technology
Entry requirements
BSc degree where mathematics 45 ECTS credits (vector calculus must be included), Scientific Computing NV1, 7.5 ECTS credits and Computer Programming NV1, 7.5 ECTS credits or the equivalent is included.
Content
Matrices and matrix algebra: norms, spectral radius, condition number, transformations, factorisation. The eigenvalue problem: diagonalisation, triangularisation, Jacobis method, the QR method, invers iteration, condition. Least squares problem: orthogonal polynomials, QR factorisation, overdetermined systems. Fourier expansion, the fast Fourier transform (FFT). Splines. Numerical solutions to timedependent partial differential equations (PDE) in one dimension in space: well posedness, difference schemes, consistency, stability and convergence. Numerical solution to elliptic PDE:s in two dimensions. Finite element methods in one dimension in space. Iterative methods for linear systems.
Instruction
Lectures, problem classes, laboratory work and compulsory assignments.
Assessment
Written examination at the end of the course and compulsory assignments.