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401-2673-AAL 9 Credits MSC D-PHYS , D-MATH
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Numerical Methods for CSE

Lecturers & Examiners: Prof. Dr. Ralf Hiptmair
Enrolment ONLY for MSc students with a decree declaring this course unit as an additional admission requirement. Any other students (e.g. incoming exchange students, doctoral students) CANNOT enrol for this course unit.
VVZ CR n/a

Last Updated: 2026-02-05 16:02:17

Abstract

he course gives an introduction into fundamental techniques and algorithms of numerical mathematics which play a central role in numerical simulations in science and technology. The course focuses on fundamental ideas and algorithmic aspects of numerical methods. The exercises involve actual implementation of numerical methods in C++.

Objective

* Knowledge of the fundamental algorithms in numerical mathematics * Knowledge of the essential terms in numerical mathematics and the techniques used for the analysis of numerical algorithms * Ability to choose the appropriate numerical method for concrete problems * Ability to interpret numerical results * Ability to implement numerical algorithms afficiently

Content

* Direct Methods for linear systems of equations * Least Squares Techniques * Data Interpolation and Fitting * Filtering Algorithms * Approximation of Functions * Numerical Quadrature * Iterative Methods for non-linear systems of equations

Resources

Lecture Notes

Lecture materials (PDF documents and codes) will be made available to participants.

Literature

U. ASCHER AND C. GREIF, A First Course in Numerical Methods, SIAM, Philadelphia, 2011. A. QUARTERONI, R. SACCO, AND F. SALERI, Numerical mathematics, vol. 37 of Texts in Applied Mathematics, Springer, New York, 2000. W. Dahmen, A. Reusken "Numerik für Ingenieure und Naturwissenschaftler", Springer 2006. M. Hanke-Bourgeois "Grundlagen der Numerischen Mathematik und des wissenschaftlichen Rechnens", BG Teubner, 2002 P. Deuflhard and A. Hohmann, "Numerische Mathematik I", DeGruyter, 2002

General Information

Language
English
Levels
MSC
Frequency
Semesterly recurring

Examination

Type
session examination
Mode
written 210 minutes
Aids
No aids admitted. Some documentations and documents will be made available on the exam computers.
Digital
The exam takes place on devices provided by ETH Zurich.
Mode of examination: written 180 minutes (leading to 210 minutes total exam time when adding the time reserved for reading the exam problems).Computer based examination involving coding problems beside theoretical questions. Parts of the lecture documents and other materials will be made available on the computers during the examination.An optional 30-minutes mid-term and an optional 30-minutes end-term exam will be held during the teaching period. The grades of these interim examinations will be taken into account through a BONUS of up to 30% for the final grade. The dates for the term exams will be communicated in the beginning of the course.

Course Components

Type Title Time & Place Hours
revision course / private study Numerical Methods for CSE
Self-study course. No presence required. This course completely coincides with 401-2663-00 V Numerical Methods for CSE. All information published for that course also applies to this one. Participating students are requested to enrol in the course unit 401-2663-00L as well to ensure smooth flow of information.
No time listed 270 h semesterly

Offered In