Universität Wien FIND
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269007 VO Numerical Methods II (2014W)

4.00 ECTS (3.00 SWS), SPL 26 - Physik


Language: Englisch

Examination dates



Vorbesprechung und Beginn: Mi 19.11.14 um 09:00-11:00 Uhr im SR12, Oskar-Morgenstern-Platz 1, 1090 Wien.

Block von 19.11.14 bis 30.01.15: jeweils Mi, Do, Fr 09:00-11:00 Uhr im SR12, Oskar-Morgenstern-Platz 1, 1090 Wien.

Registrierung über Univis von Mo 01.09.14 08:00 Uhr bis Sa 31.01.15 23:00 Uhr.


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


Minimum requirements and assessment criteria

Examination topics

Reading list

Association in the course directory


Last modified: Fr 31.08.2018 08:55