UFPF006 Numerical metrhods II

Faculty of Philosophy and Science in Opava
Summer 2014
Extent and Intensity
3/2/0. 8 credit(s). Type of Completion: zk (examination).
Teacher(s)
prof. Ing. Peter Lichard, DrSc. (lecturer)
prof. Ing. Peter Lichard, DrSc. (seminar tutor)
Guaranteed by
prof. Ing. Peter Lichard, DrSc.
Centrum interdisciplinárních studií – Faculty of Philosophy and Science in Opava
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
Course objectives
The aim of the course is to acquaint students with other numerical methods used in physics calculations as well as in treatment of experimental and observational data. Acquired knowledge to practice their own solution to problems on the computer, in more complex cases, including the use of existing programming libraries.
Syllabus
  • Monte Carlo method. Random numbers. Random number generator with uniform and Gaussian distribution. Multidimensional integrals with general integration areas. Accelerating convergence importance sampling. Estimation of statistical errors result. Modeling of physical processes using Monte Carlo.
    Numerical solution of ordinary differential equations. Cauchy problem for a system of first order equations and the equation of n - th order. Euler's method. Modified and improved Euler method. General knowledge of jednouzlových methods. Local and accumulated error. Directional function and its structure Taylor method. Runge and Kutta. Examples of methods 1, 2, and third degree. Generalization of the first set of equations Regulations.
    Method networks. Boundary value problems for ordinary differential equations. network solutions
    equations by Gauss method. Boundary value problems for partial differential equations of elliptic type in a rectangular area.
    Minimizing functions. Formulation of the problem, global and local minimum. One-dimensional problem, the method of variable step Rosenbrock method. Multivariate role. Random search method, method of variation of one parameter, the simplex method, gradient method, simulated annealing.
Language of instruction
Czech
Further comments (probably available only in Czech)
The course can also be completed outside the examination period.
Teacher's information
60% attendence in seminars.
The course is also listed under the following terms Summer 2015, Summer 2016, Summer 2017, Summer 2018, Summer 2019, Summer 2020, Summer 2021, Summer 2022, Summer 2023.
  • Enrolment Statistics (Summer 2014, recent)
  • Permalink: https://is.slu.cz/course/fpf/summer2014/UFPF006