Numerical Methods II

The course is the continuation of Numerical Methods I which is a prerequisite (students who took ESM4A resp. did not take a numerical methods course before should check with the instructor).

Topics covered during the second half of the course are: numerical solution of ordinary differential equations, computation of eigenvalues, optimization techniques and nonlinear algebraic systems, and probabilistic aspects in computation.

Lectures:	We and Fr 9:45-11:00 in East Hall 2
Lab work (on an individual basis):	CLAMV Computer Teaching Labs

• A. Quarteroni, R. Sacco, F. Saleri: Numerical mathematics, Springer, 2000.
• A. Quarteroni, F. Saleri: Scientific Computing with MATLAB, Springer, 2003.

• P. Deuflhard, F. Bornemann: Scientific computing with ordinary differential equations, Springer, 2002.
• E. Süli, D. Mayers: Introduction to Numerical Analysis, Cambridge University Press, 2003.
• J. Stoer, R. Bulirsch: Introduction to numerical analysis, 3rd edition, Texts in Appl. Math., vol. 12, Springer, 2002.
• P. Deuflhard, A. Hohmann: Numerical analysis in modern scientific computing, 2nd edition, Texts in Appl. Math., vol. 43, Springer, 2003.

The rules are almost the same as for Numerical Methods I. Project solutions should be sent in a single email to the Instructor , rules are specified in a separate document, check here . There is one change: There will be no midterm exam! Instead, results from homework will get a greater weight in the final grade.

• The final grade will be computed from the weighted average of percentages of maximal scores with the weights

  Homework:	30%
  Projects:	30%
  Final Exam:	40%

  
  according to the following table:

  Cutoff score:	95%	90%	85%	80%	75%	70%	65%	60%	55%	50%	45%	40%
  IUB Points:	1.0	1.33	1.67	2.0	2.33	2.67	3.0	3.33	3.67	4.0	4.33	4.67