Universität Wien
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269007 VO Numerical Methods II (2015W)

4.00 ECTS (3.00 SWS), SPL 26 - Physik

Details

Language: English

Examination dates

Lecturers

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: Sa 08.07.2023 00:21