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401-2673-00L 9 Credits BSC D-MATH
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Numerical Methods for CSE

Lecturers & Examiners: Prof. Dr. Ralf Hiptmair
VVZ CR 3.5

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

Abstract

The 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

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

Resources

Lecture Notes

Lecture materials (PDF documents and codes) will be made available to the participants through the course web page, whose address will be announced in the beginning of the course.

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. W. Gander, M.J. Gander, and F. Kwok "Scientific Computing", Springer 2014. M. Hanke-Bourgeois "Grundlagen der Numerischen Mathematik und des wissenschaftlichen Rechnens", BG Teubner, 2002 P. Deuflhard and A. Hohmann, "Numerische Mathematik I", DeGruyter, 2002

Learning Materials (Links)

General Information

Language
English
Levels
BSC
Frequency
Yearly 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
lecture Numerical Methods for CSE
This course is designed in a flipped classroom format based on video tutorials and supplemented by a weekly question-and-answer session, for which attendance is highly recommended.
  • Fri 13:15-15:00 (HG F 1)
  • Fri 14:15-16:00 (HG F 1)
2 h weekly
exercise Numerical Methods for CSE
  • Mon 10:15-12:00 (LFW B 3)
  • Mon 10:15-12:00 (ML F 40)
  • Mon 10:15-12:00 (NO D 11)
2 h weekly
practical/laboratory course Numerical Methods for CSE
Self-study based on video tutorial and lecture notes.
No time listed 4 h weekly

Offered In