Lecturer:

Jan Bouwe van den Berg, janbouwe.vanden.berg@vu.nl 

Teaching assistant:

Wouter Hetebrij, w.a.hetebrij@vu.nl 

Literature:

“Numerical Analysis” by Richard L. Burden and J. Douglas Faires, Brooks/Cole, ninth international edition, 2010, ISBN 9780538735643.

There are also some lecture notes.

Before starting the course

Please carefully read the pages on

1. How to study Numerical Methods
2. Assignments
3. Time management and workload
4. Avoiding plagiarism

 To view the week-to-week course content, click on Modules (in the navigation panel on the left).

Course content

Numerical methods are used frequently in all areas of science, such as fluid dynamics, meteorology and financial risk management. Moreover, techniques from numerical analysis play an important role in mathematical research on differential equations, stochastics, optimization, etcetera. We focus on the main numerical methods from modern-day analysis and scientific computing.

The list of subjects includes:

• error analysis
• systems of nonlinear equations
• eigenvalue problems
• least square methods
• fast Fourier transform
• ordinary (and partial) differential equations.

Applications include 

• phone number recognition
• Google/Page rank algorithm
• data analysis
• curve following
• planet motions
• and more.

You can find more on the page of the Learning outcomes of this course

Cursusbeschrijving / Course Description
zoals gepubliceerd op vu.nl / as published at vu.nl/en