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Fakultät für Mathematik Universität Regensburg
Numerical Methods II
Semester
SoSe 2023

Lecturer
Luise Blank

Type of course (Veranstaltungsart)
Vorlesung

German title
Numerik II

Contents
The course discusses the ideas, the analysis and the implementation of algorithms concerning the following two topics:
  • Part I: Iterative solvers for systems of linear equations
    • stationary methods
    • gradient and conjugate gradient method
    • Krylov subspace methods for symmetric matrices
  • Part II: Numerical methods for ordinary differential equations
    • One-step methods, in particular Runge-Kutta-methods
    • multi-step methods
    • Adaptive step size control
    • stiff differential equations


    Literature
    • P. Deuflhard, A. Hohmann: Numerische Mathematik I,
      Eine algorithmisch orientierte Einführung, de Gruyter, Berlin
    • P. Deuflhard, F. Bornemann: Numerische Mathematik II,
      Gewöhnliche Differentialgleichungen, de Gruyter, Berlin
    • G. Hämmerlin, K.H. Hoffmann: Numerische Mathematik, Springer, Berlin
    • J. Stoer: Numerische Mathematik 1, Springer
    • J. Stoer, R. Bulirsch: Numerische Mathematik 2, Springer
    • G. Golub, Ch. van Loan: Matrix computations, The Johns Hopkins University Press
    • Y. Saad, Iterative methods for sparse linear systems, SIAM
    • E. Hairer, S.P. Norsett, G. Wanner: Solving ordinary differential equations 1, Springer

      Recommended previous knowledge
      Numerical methods I, knowledge of the programming language C

      Time/Date
      Monday 14-16, Wednesday 10-12

      Location
      Mo: M102; We: M101

      Course homepage
      https://elearning.uni-regensburg.de/course/view.php?id=60069
      (Disclaimer: Dieser Link wurde automatisch erzeugt und ist evtl. extern)

      Registration
      • Preliminary registration for the organisation of exercise classes: at the end of the previous
        semester via EXA or LSF (see announcement by the department)
      • Registration for the exercise classes: via GRIPS
      • Registration for course work/examination/ECTS: FlexNow
      Course work (Studienleistungen)
      • Successful participation in the exercise classes: 50% of the points of the theoretical as well
        as of the numerical exercises in Part I as well as in Part II of the lecture.
      Examination (Prüfungsleistungen)
      • Oral exam: Duration: 30 minutes, Date: individual, on agreement,, re-exam: Date: individual, on
        agreement,
      Additional comments
      For BV, CS-B-Math3, CS-B-Math4, CS-M-P1, CS-M-P2, CS-M-P3 only graded exams are possible.

      Modules
      BPraMa(2), BV, MV, MAngAn, CS-B-Math3, CS-B-P16, CS-M-P1, CS-M-P2, CS-M-P3, PHY-B-WE 03, PHY-M-VE
      03, RZ M 04, RZ-M61, RZ-M33

      ECTS
      9; for RZ M 04, RZ-M61, RZ-M33: 6
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