401-0663-00L  Numerical Methods for CSE

SemesterAutumn Semester 2018
LecturersR. Alaifari
Periodicityyearly recurring course
Language of instructionEnglish


401-0663-00 VNumerical Methods for CSE
The optional mid-term and end-term exams are planned to take place on 2 November 2018, 12:30-13:00 (rooms HG G 5 and HG E 3) and on 21 December 2018, 12:30-13:00 (rooms HG G 5 and HG E 3).
4 hrs
Thu10-12HG F 1 »
Fri13-15HG F 1 »
R. Alaifari
401-0663-00 UNumerical Methods for CSE
Mon 10-12 or Mon 13-15 according to exercise group allocation.
In addition, a `Zentralpräsenz' will be offered (Mon 18-20 in HG E 41).
2 hrs
Mon10-12CLA E 4 »
10-12LFW B 3 »
10-12LFW E 13 »
10-12ML H 41.1 »
10-12ML J 34.1 »
10-12ML J 34.3 »
10-12ML J 37.1 »
13-15CAB G 51 »
13-15HG E 33.3 »
13-15LEE D 105 »
13-15LFW B 3 »
13-15LFW C 11 »
13-15LFW C 5 »
13-15ML F 40 »
R. Alaifari
401-0663-00 PNumerical Methods for CSE
programming homework
1 hrsR. Alaifari

Catalogue data

AbstractThe course gives an introduction into fundamental techniques and algorithms of numerical mathematics which play a central role in numerical simulations in science and technology. The course focuses on fundamental ideas and algorithmic aspects of numerical methods. The exercises involve actual implementation of numerical methods in C++.
Objective* Knowledge of the fundamental algorithms in numerical mathematics
* Knowledge of the essential terms in numerical mathematics and the
techniques used for the analysis of numerical algorithms
* Ability to choose the appropriate numerical method for concrete problems
* Ability to interpret numerical results
* Ability to implement numerical algorithms afficiently
Content1. Direct Methods for linear systems of equations
2. Least Squares Techniques
3. Data Interpolation and Fitting
4. Filtering Algorithms
8. Approximation of Functions
9. Numerical Quadrature
10. Iterative Methods for non-linear systems of equations
11. Single Step Methods for ODEs
12. Stiff Integrators
Lecture notesLecture materials (PDF documents and codes) will be made available to the participants through the course web page:
LiteratureU. ASCHER AND C. GREIF, A First Course in Numerical Methods, SIAM, Philadelphia, 2011.

A. QUARTERONI, R. SACCO, AND F. SALERI, Numerical mathematics, vol. 37 of Texts in Applied Mathematics, Springer, New York, 2000.

W. Dahmen, A. Reusken "Numerik für Ingenieure und Naturwissenschaftler", Springer 2006.

M. Hanke-Bourgeois "Grundlagen der Numerischen Mathematik und des wissenschaftlichen Rechnens", BG Teubner, 2002

P. Deuflhard and A. Hohmann, "Numerische Mathematik I", DeGruyter, 2002
Prerequisites / NoticeThe course will be accompanied by programming exercises in C++ relying on the template library EIGEN. Familiarity with C++, object oriented and generic programming is an advantage. Participants of the course are expected to learn C++ by themselves.

Performance assessment

Performance assessment information (valid until the course unit is held again)
Performance assessment as a semester course
In examination block forBachelor's Programme in Computational Science and Engineering 2012; Version 13.12.2016 (Examination Block G1)
Bachelor's Programme in Computational Science and Engineering 2016; Version 27.03.2018 (Examination Block G1)
ECTS credits8 credits
ExaminersR. Alaifari
Typesession examination
Language of examinationEnglish
RepetitionThe performance assessment is offered every session. Repetition possible without re-enrolling for the course unit.
Mode of examinationwritten 200 minutes
Additional information on mode of examinationComputer based examination involving coding problems beside theoretical questions. 20 minutes of the total examination time are reserved for _reading_ the examination. Parts of the lecture documents and other materials will be made available online during the examination.

An optional 30-minutes mid-term and an optional 30-minutes end-term exam will be held during the teaching period. The grades of these interim examinations will be taken into account through a bonus of up to 20% for the final grade.
The optional mid-term and end-term exams are planned to take place on 2 November 2018, 12:30-13:00 and on 21 December 2018, 12:30-13:00.
Written aidsSummary of up to 10 pages A4 in the candidate's own handwriting. No printouts and copies are allowed.
Online examinationThe examination may take place on the computer.
If the course unit is part of an examination block, the credits are allocated for the successful completion of the whole block.
This information can be updated until the beginning of the semester; information on the examination timetable is binding.

Learning materials

Main linkCourse web page
Only public learning materials are listed.


No information on groups available.


There are no additional restrictions for the registration.

Offered in

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