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269007 VO Numerical Methods II (2015W)

4.00 ECTS (3.00 SWS), SPL 26 - Physik

Details

Language: Englisch

Examination dates

Thursday 28.01.2016 Monday 22.02.2016 Monday 28.11.2016 Thursday 15.12.2016

Lecturers

Leonidas Mindrinos

Classes (iCal) - next class is marked with N

    
    Thursday
    01.10.
    09:45 - 10:30
    Seminarraum 7  Oskar-Morgenstern-Platz 1  2.Stock
    (Kickoff Class)
  
    Wednesday
    25.11.
    09:45 - 11:15
    Seminarraum 7  Oskar-Morgenstern-Platz 1  2.Stock
    
    Thursday
    26.11.
    09:45 - 11:15
    Seminarraum 7  Oskar-Morgenstern-Platz 1  2.Stock
    
    Friday
    27.11.
    09:45 - 11:15
    Seminarraum 7  Oskar-Morgenstern-Platz 1  2.Stock
    
    Wednesday
    02.12.
    09:45 - 11:15
    Seminarraum 7  Oskar-Morgenstern-Platz 1  2.Stock
    
    Thursday
    03.12.
    09:45 - 11:15
    Seminarraum 7  Oskar-Morgenstern-Platz 1  2.Stock
    
    Friday
    04.12.
    09:45 - 11:15
    Seminarraum 7  Oskar-Morgenstern-Platz 1  2.Stock
    
    Wednesday
    09.12.
    09:45 - 11:15
    Seminarraum 7  Oskar-Morgenstern-Platz 1  2.Stock
    
    Thursday
    10.12.
    09:45 - 11:15
    Seminarraum 7  Oskar-Morgenstern-Platz 1  2.Stock
    
    Friday
    11.12.
    09:45 - 11:15
    Seminarraum 7  Oskar-Morgenstern-Platz 1  2.Stock
    
    Wednesday
    16.12.
    09:45 - 11:15
    Seminarraum 7  Oskar-Morgenstern-Platz 1  2.Stock
    
    Thursday
    17.12.
    09:45 - 11:15
    Seminarraum 7  Oskar-Morgenstern-Platz 1  2.Stock
    
    Friday
    18.12.
    09:45 - 11:15
    Seminarraum 7  Oskar-Morgenstern-Platz 1  2.Stock
    
    Thursday
    07.01.
    09:45 - 11:15
    Seminarraum 7  Oskar-Morgenstern-Platz 1  2.Stock
    
    Friday
    08.01.
    09:45 - 11:15
    Seminarraum 7  Oskar-Morgenstern-Platz 1  2.Stock
    
    Wednesday
    13.01.
    09:45 - 11:15
    Seminarraum 7  Oskar-Morgenstern-Platz 1  2.Stock
    
    Thursday
    14.01.
    09:45 - 11:15
    Seminarraum 7  Oskar-Morgenstern-Platz 1  2.Stock
    
    Friday
    15.01.
    09:45 - 11:15
    Seminarraum 7  Oskar-Morgenstern-Platz 1  2.Stock
    
    Wednesday
    20.01.
    09:45 - 11:15
    Seminarraum 7  Oskar-Morgenstern-Platz 1  2.Stock
    
    Thursday
    21.01.
    09:45 - 11:15
    Seminarraum 7  Oskar-Morgenstern-Platz 1  2.Stock
    
    Friday
    22.01.
    09:45 - 11:15
    Seminarraum 7  Oskar-Morgenstern-Platz 1  2.Stock
    
    Wednesday
    27.01.
    09:45 - 11:15
    Seminarraum 7  Oskar-Morgenstern-Platz 1  2.Stock
    
    Thursday
    28.01.
    09:45 - 11:15
    Seminarraum 7  Oskar-Morgenstern-Platz 1  2.Stock
    
    Friday
    29.01.
    09:45 - 11:15
    Seminarraum 7  Oskar-Morgenstern-Platz 1  2.Stock

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:

Minimum requirements and assessment criteria

Examination topics

Reading list

Association in the course directory

CO-MAT2

Last modified: Fr 31.08.2018 08:55