Universität Wien FIND

269007 VO Numerical Methods II (2013W)

4.00 ECTS (3.00 SWS), SPL 26 - Physik

Vorbesprechung: Mi 02.10.13 um 09:15 Uhr im SR12, Oskar-Morgenstern-Platz 1, 1090 Wien.

Block von 27.11.13 bis 22.01.14: jeweils Mi, Do, Fr 09:00-11:00 Uhr im SR12, Oskar-Morgenstern-Platz 1, 1090 Wien.

Details

Language: Englisch

Examination dates

Lecturers

Classes

Currently no class schedule is known.

Information

Aims, contents and method of the course

1. Numerical Linear Algebra II
a. Eigenvalue Problem
b. Generalized Eigenvalue Problem
c. Singular Value Decomposition
d. Iteration methods for large systems

2. Nonlinear systems of equations
a. Newton's method
b. Quasi-Newton methods
c. Basic line search concepts (exact, Armijo,...)

3. Stochastic Processes
a. Basic concepts
b. Markov chains

4. Random Numbers
a. Pseudorandom number generators
b. Tests of pseudorandom numbers

5. Monte Carlo Methods
a. Basic concepts of simulation

6. Multivariate Integration
a. Monte Carlo method
b. Quasi-Monte Carlo method

Assessment and permitted materials

Prüfungstermin: 29.01.14 schriftlich

Minimum requirements and assessment criteria

Examination topics

Reading list


Association in the course directory

CO-MAT2

Last modified: Th 30.03.2017 00:20