NUMERICAL ANALYSIS

Beatrice PATERNOSTER NUMERICAL ANALYSIS

0522200003
DIPARTIMENTO DI MATEMATICA
EQF7
MATHEMATICS
2018/2019

YEAR OF COURSE 2
YEAR OF DIDACTIC SYSTEM 2016
PRIMO SEMESTRE
CFUHOURSACTIVITY
648LESSONS
Objectives
1.KNOWLEDGE AND UNDERSTANDING
THE AIM OF THE COURSE IS TO ACQUIRE KNOWLEDGE TO ANALYZE CRITICAL THEORY AND NUMERICAL METHODS RELATING TO THE NUMERICAL TREATMENT OF MAIN PROBLEMS MODELED BY EVOLUTIONARY EQUATIONS, IN PARTICULAR PARTIAL DIFFERENTIAL EQUATIONS.
2.APPLIED KNOWLEDGE AND UNDERSTANDING
BY MEANS OF THE PRACTICE IN THE LABORATORY, THE STUDENTS WILL BE ABLE TO EXPERIMENT SOME NUMERICAL METHODS, TO ESTIMATE THE RELIABILITY OF THE OBTAINED RESULTS, TO DEVELOP ELEMENTS OF MATHEMATICAL SOFTWARE, TO USE PACKAGES OF NUMERICAL ANALYSIS AND TO EVALUATE PERFORMANCES.
Prerequisites
THEORY OF ORDINARY DIFFERENTIAL EQUATIONS. PROGRAMMING PRINCIPLES. BASIC NOTIONS OF PROGRAMMING LANGUAGES C AND MATLAB.
Contents
NUMERICAL METHODS FOR PARTIAL DIFFERENTIAL EQUATIONS: BASIC NOTIONS OF THEORY. GENERAL INFORMATION ON NUMERICAL TREATMENT OF SECOND ORDER LINEAR PARTIAL DIFFERENTIAL EQUATIONS. FINITE DIFFERENCE METHODS FOR ELLIPTIC, PARABOLIC AND HYPERBOLIC EQUATIONS. METHODS OF LINES. WEAK FORM OF A DIFFERENTIAL PROBLEM. POLYNOMIAL APPROXIMATION. GALERKIN AND COLLOCATION METHODS. FINITE ELEMENT METHOD FOR ELLIPTIC EQUATIONS.
NUMERICAL LINEAR ALGEBRA: NON-STATIONARY METHODS FOR THE SOLUTION OF LARGE DIMENSIONE LINEAR SYSTEMS, SINGULAR VALUE DECOMPOSITION AND APPLICATION TO RECOMMENDATION SYSTEMS.
INTRODUCTION TO THE NUMERICAL SOLUTION OF STOCHASTIC DIFFERENTIAL EQUATIONS. WEAK AND STRON CONVERGENCE. EULERO-MARUYAMA METHOD. PHYTON ELEMENTS FOR LINEAR ALGEBRA ALGORITHMS.
Teaching Methods
LECTURES, EXERCISES, LABORATORY
Verification of learning
THE FINAL EXAM CONSISTS IN THE DISCUSSION ON THE THEORETICAL ISSUES OF THE COURSE, IN ORDER TO CHECK THE ABILITY TO ANALYZE AND PRESENT THE PROPERTIES OF THE NUMERICAL METHODS PRESENTED DURING THE COURSE, AND ON THE NUMERICAL PROJECT DEVELOPED DURING THE COURSE
Texts
ISAACSON, H.KELLER- ANALYSIS OF NUMERICAL METHODS - J. WILEY SONS.
ALFIO QUARTERONI – MODELLISTICA NUMERICA PER PROBLEMI DIFFERENZIALI, SPRINGER
More Information
BEAPAT@UNISA.IT; ANCARDONE@UNISA.IT
PIATTAFORMA MTOUCH {MATHEMATICS ORIENTED VIRTUAL CLASSROOM HYPERSPACE} SU HTTPS://WWW.ELEARNING.DIPMAT.UNISA.IT/
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