Numerische Mathematik II/Numerical Analysis II SoSe 2011

Overview:

• Latest News
• The Team
• Venue
• Exercise Sets (Übungsblätter)
• Lecture
• Literature und Scheinkriterien

Latest News:

• NEW Course material for the second part of the lecture (eigenvalue problems) is now available, see Lecture;
• Die Übungsscheine können ab Montag, den 18.7.2011 im Sekretariat MA 4-5 bei Frau Ullrich (MA 471) abgeholt werden.
• Course informations: Infoblatt
• The lecture and exercises will be held in English.

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The Team:

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Venue:

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Exercise Sets:

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Lecture:

The first part of lecture is based on the lecture notes Praktische Mathematik 2 by Volker Mehrmann which is available here (only in German):

• Volker Mehrmann, Skript Praktische Mathematik 2 ( PDF (1.6 MB)).

• Christian Mehl, Skript Numerical Linear Algebra ( PDF (281 kB)).

1. Chapter 1: Extrapolation methods
   • Strehmel/Weiner: Numerik gewöhnlicher Differentialgleichungen, chapter 3
   • Plato: Numerische Mathematik kompakt, chapter 7.5-7.7
   • Stoer/Bulirsch: Numerische Mathematik 2, chapter 7.2.3 and 7.2.14
2. Chapter 2: Multistep methods
   • Strehmel/Weiner: Numerik gewöhnlicher Differentialgleichungen, chapter 4
   • Plato: Numerische Mathematik kompakt, chapter 8
   • Stoer/Bulirsch: Numerische Mathematik 2, chapter 7.2.6-7.2.13

• Ernst Hairer, Syvert Paul Nørsett, Gerhard Wanner: Solving Ordinary Differential Equations I
• Ernst Hairer, Gerhard Wanner: Solving Ordinary Differential Equations II

• Slides from April 19, 2011
• Slides from May 3, 2011
• Slides from May 5, 2011
• Slides from May 17, 2011
• Slides from May 19, 2011
• Slides from June 28, 2011:
  • Householder QR decomposition German, English.
  • Hessenberg reduction German, English.
  • QR iteration for Hessenberg matrices German, English.
• Slides from July 12, 2011:
  • Hessenberg triangle reduction German.
  • Zero chasing German.
  • QZ-step German.

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Scheinkriterien (criteria for getting an Übungsschein):

To be eligible for the exam and get your Übungsschein you have to submit all programming exercises.
Futhermore, you have to collect at least 50% of maximum possible scores of the theoretical and 50% of maximum possible scores of the programming exercises.

Links and Materials:

• Literature:
  • P. Deuflhard and F. Bornemann, Scientific Computing with Ordinary Differential Equations, Springer, 2002.
  • E. Hairer, S.P.Nørsett, and G. Wanner, Solving Ordinary Differential Equations I, Springer, 2000.
  • E. Hairer and G. Wanner, Solving Ordinary Differential Equations II, Springer, 2010.
  Strehmel/Weiner: Numerik gewöhnlicher Differentialgleichungen.
  • A.Quarteroni, R. Sacco, and F. Saleri, Numerical Mathematics, Springer, 2007.
  • R. Plato, Numerische Mathematik kompakt, vieweg 2006.
• MATLAB:
  • MATLAB installations are available in the Unix-Pool (MA 241)
  • MATLAB-Tutorial (PDF) (in German)
  • Kurze MATLAB-introduction (in German)
  • Online-MATLAB-Introduction (in German) from Universität Hamburg
  • The elektronic version of the book Numerical Computing with MATLAB by Cleve Moler
  • An Introduction to Matlab by David F. Griffiths
  • Introduction to MATLAB by Mathworks

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Impressum

Christian Mehl 15.07.2011