20810505 - Fundamentals of Numerical Analysis

To provide the students with the basics of numerical analysis and scientific computer programming
scheda docente | materiale didattico

Programma

Tools, software and textbooks
Setup of the computational environment
Assessment of the computational environment: coding, compilation, execution, i/o, post–processing
Linear algebra problems: matrix multiplication, linear systems
Coding practices for performance: cache–miss minimization
Use of external libraries. Eigenproblems
Polynomial interpolation
Integration of ODE: explicit/implicit methods, Liapunov stability
Numerical integration: Newton–Cotes quadratures, Gaussian quadratures
Numerical statistics: mean, standard deviation, skewness, kurtosis. Evaluation of uncertainty: Monte Carlo method
Systems of non–linear differential equations. Oscillators, chaotic systems, Lorenz attractor
Coding practices for performance: multithreading, message–passing


Testi Adottati

1) Quarteroni, Saleri, Gervasio, Calcolo Scientifico: Esercizi e problemi risolti con MATLAB e Octave
2) Quarteroni, Sacco, Saleri, Gervasio, Matematica numerica


Modalità Frequenza

Presence is mandatory.

Modalità Valutazione

Eveluation of the home assignments, to be completed according to a schedule decided at the beginning of the course.