PMNUMA Numerical Methods

Faculty of Economics and Administration
Spring 2007
Extent and Intensity
1/2/0. 4 credit(s). Type of Completion: zk (examination).
Teacher(s)
RNDr. Václav Studený, Ph.D. (lecturer)
RNDr. Václav Studený, Ph.D. (seminar tutor)
Guaranteed by
prof. Ing. Osvald Vašíček, CSc.
Department of Applied Mathematics and Computer Science – Faculty of Economics and Administration
Contact Person: Mgr. Jaroslava Žgáničová
Course Enrolment Limitations
The course is only offered to the students of the study fields the course is directly associated with.

The capacity limit for the course is 24 student(s).
Current registration and enrolment status: enrolled: 0/24, only registered: 0/24
fields of study / plans the course is directly associated with
Course objectives
The first course of numerical analysis for students of mathematics. Basic numerical methods for interpolation, approximation of functions, solving systems of linear algebraic equations, solving nonlinear equations and their systems
Syllabus
  • METRIC SPACES AND SPACES WITH SCALAR PRODUCT INTERPOLATION AND NUMERICAL INTEGRATION Newton’s and Lagrange interpolating polynomials, spline interpolation, Fourier series, tazlor polznomials. The midpoint rule, trapezoidal rule, Simpson’s rules, Romberg integration and Gaussian quadrature. DIFFERENTIAL CALCULUS OF MULTIVARIABLE FUNCTIONS Partial derivatives, gradients, higher-order partial derivatives, chain rules, directional derivatives, tangent lines and tangent planes, maxima and minima, Lagrange multipliers, least squares, increments and differentials. NUMERICAL METHODS FOR EQUATIONS AND SYSTEMS The bisection method, false position method, Newton’s method and secant method. Gaussian elimination. LEAST SQUARES AND REGRESSION Linear, polynomial and multiple linear regression. General linear least squares. Non-linear regression.
Literature
  • An introduction to numerical methods for differential equations (Orig.) : Vvedenije v čislennyje metody rešenija differencial'nych uravnenij. info
  • Numerical methods for scientists and engineers (Orig.) : Čislennyje metody dlja naučnych rabotnikov i inženerov. info
  • Numerical methods in economics. By KENNETH L. JUDD. Cambridge, MA: The MIT Press, 1998. Pp. xv, 633. $59.95. ISBM 0-262-10071-1
  • First Course in Numerical Analysis, Second Edition (Paperback) by Anthony Ralston; Philip Rabinowitz, ISBN: 048641454X / Publisher: Dover Publications / Date: Feb 2001 / Page Count: 576
  • Numerical Methods in Finance, Series: Publications of the Newton Institute (No. 13),Edited by L. C. G. Rogers, University of Bath, D. Talay, Institut National de Recherche en Informatique et en Automatique (INRIA), Rocquencourt ISBN-13: 9780521573542, IS
  • DAHLQUIST, Germund, Ned ANDERSON and Åke BJÖRCK. Numerical methods. Mineola, N.Y.: Dover Publications, 2003, xviii, 573. ISBN 0486428079. info
  • BUCHANAN, James L. and Peter R. TURNER. Numerical methods and analysis. New York: McGraw-Hill, 1992, xv, 751. ISBN 0070087172. info
  • Numerical methods. Edited by P. Rózsa. Amsterdam: North-Holland Publishing Company, 1980, 631 s. ISBN 0-444-85407-X. info
  • CARNAHAN, Brice, H. A. LUTHER and James O. WILKES. Applied numerical methods. New York: John Wiley & Sons, 1969, 604 s. ISBN 0471135070. info
  • CARNAHAN, Brice, H. A. LUTHER and James O. WILKES. Applied numerical methods. New York: John Wiley & Sons, 1969, 604 s. ISBN 471-1307-0. info
Assessment methods (in Czech)
20 hours of seminars and consultations. Computation on computers, personal note books preferred. Exam: computation of examples, 90 min.
Language of instruction
English
Further Comments
The course is taught annually.
The course is taught: every week.
The course is also listed under the following terms Spring 2008, Spring 2009.
  • Enrolment Statistics (Spring 2007, recent)
  • Permalink: https://is.muni.cz/course/econ/spring2007/PMNUMA