BPM_NUMA Numerical methods

Faculty of Economics and Administration
Spring 2017

The course is not taught in Spring 2017

Extent and Intensity
1/2/0. 6 credit(s). Type of Completion: zk (examination).
Guaranteed by
RNDr. Luboš Bauer, CSc.
Department of Applied Mathematics and Computer Science – Faculty of Economics and Administration
Contact Person: Lenka Hráčková
Supplier department: Department of Applied Mathematics and Computer Science – Faculty of Economics and Administration
Prerequisites
Basic of mathematical analysis, algebra, linear algebra
Course Enrolment Limitations
The course is also offered to the students of the fields other than those the course is directly associated with.
fields of study / plans the course is directly associated with
Abstract
The course will make students capable to: numerical proces of empirical data solve mathematical problem using the computer. choose appropriate stochastic tools for the morphology of amorphous processes
Key topics
-Metric spaces and linear spaces with scalar product --metric on spaces of functions --ortonormal basis and projections -Polynomial interpolation --Lagrange polynomial --Newton form of the interpolation polynomial --Bernstein form of the interpolation polynomial --Newton–Cotes formulas --Taylor series expansion --Hermite interpolation, ( interpolation using the unique polynomial of degree at most 2n-1 that takes prescribed function and first derivative values at n distinct points. ) - Fourier series decomposition of a periodic function into a sum of simple oscillating functions, namely sines and cosines -fitting a model function that is linear in the model parameters to data by minimizing the least-squares error ion different metrics. -Projection onto a space of function by minimizing the least-squares error. -Nonlinear equation --Horner formula --Regula falsi -Fixpoints of contractions. Stochastics models
Study resources and literature
  • Sheskin, David J., Handbook of Parametric and Nonparametric Statistical Procedures, CRC Press, 1997
  • Kenneth L. Judd: Numerical Methods in Economics, ISBN-10: 0-262-10071-1, ISBN-13: 978-0-262-10071-7
  • Mario J. Miranda and Paul L. Fackler, Applied Computational Economics and Finance, ISBN-10: 0-262-13420-9, ISBN-13: 978-0-262-13420-0
Approaches, practices, and methods used in teaching
lectures, class discussion, group projects, homeworks, reading, drills
Method of verifying learning outcomes and course completion requirements
tests, pojects, oral exam
Language of instruction
English
Further comments (probably available only in Czech)
The course is taught annually.
The course is taught every week.
Information on course enrolment limitations: Predmet bude otevren pouze pokud se zapise aspon 24 studentu.
The course is also listed under the following terms Spring 2010, Spring 2011, Spring 2012, Spring 2013, Spring 2014, Spring 2015, Spring 2016.
  • Enrolment Statistics (Spring 2017, recent)
  • Permalink: https://is.muni.cz/course/econ/spring2017/BPM_NUMA