Numerical methods

Numerical methods

Contents
Introduction to basic numerical methods. Theory and practical calculations.

Outline:
- Interpolation and Extrapolation
- Integration of Functions
- Root finding and Nonlinear Sets of Equations
- Minimization and Maximization of Functions
- Ordinary Differential Equations
- Random Numbers and Monte Carlo methods
- Modeling and Statistical Description of Data

Literature
W.H.Press et.al., "Numerical Recipes -- The Art of Scientific Computing" (preliminary)

Structure of the course
Four hours lectures/exercises a week.

Teacher
Dmitri Fedorov

Point/ECTS-credits
1/5

Semester
Spring