Numerical Methods

Abstract

This course gives an introduction to numerical methods. It covers nonlinear algebraich equations, quadrature and initial vaule problems. The focus is on the ability to apply the numerical methods.

Objective

This course intends to introduce students to fundamental numerical methods that form the foundation of numerical simulation in engineering. Students are to understand the principles of numerical methods, and will be taught how to assess, implement, and apply them. The focus of this class is on the numerical solution of ordinary differential equations. During the course they will become familiar with basic techniques and concepts of numerical analysis. They should be enabled to select and adapt suitable numerical methods for a particular problem.

Content

Quadrature, Newton method, initial value problems for ordinary differential equations: explicit one step methods, step length control, stability analysis and implicit methods, structure preserving methods

Resources