Introduction to Scientific Computing

Introduction to Scientific Computing - WS2006/07

General Information

Lecturer Prof. H.G. Matties, PhD


Assistant Abul K.M. Fahimuddin


Schedule Lecture: Wed 9:45-11:15 Uhr in room RZ 012 (Computing Center)



Exercises: Thu 11:30-12:15 Uhr in room RZ 012 (Computing Center)


Start First week of the semester


Prerequisites Basic courses up to the intermediate diploma


Target group Students of computer science, mathematics, natural or engineering sciences or guest students in their advanced study period, CSE students


Certificates Homework assignments and active participation in the exercises, tests, grading scheme


Office hours will be announced in the lecture


Literature

A script for the lecture is available here:

  • English version as PDF
  • German version as PDF


A very good introductory book is "Scientific computing: an introductory survey" by Michael T. Heath. For other references, please consult the Bibliography section of the above link.

Homework Assignments:

Modeling of dynamical systems: assign1.pdf

Finite Difference Equations & its Solutions: assign2.pdf, devis.zip

Eigenvalues, Eigenvectors & Jordan Normal Form: assign3.pdf

Fixed Points and Stability of Linear & Nonlinear Systems: assign4.pdf

Nonlinear Difference Equation & Lipschitz Continuity: assign5.pdf

Ordinary Differential Equations (ODE): assign6.pdf

Euler Methods & Quadrature Rules: assign7.pdf

Consistency, Zero-stability & Convergence: assign8.pdf

Linear Multi-step Methods, Dahlquist Barrier & Predictor-Corrector Methods: assign9.pdf

Runge-Kutta method & Vector iteration for eigenvalues: assign10.pdf

Non-linear system of equations: assign11.pdf

Examination:

Final Result: