Computational Mathematics (1 º Sem 2019/2020)

Program

- Introduction to scientific computing software (Mathematica / matlab);
- Conditioning and stability of numerical algorithms;
- Numerical methods for systems of nonlinear equations;
- Fixed point method and newton?s method;
- Numerical methods for linear systems. Gaussian elimination and triangular factorizations. Iterative methods of Jacobi, Gauss-Seidel and conjugate gradient. Methods based on Krylov subspaces;
- Numerical free and constrained optimization. Differential and non-differential methods;
- Functional interpolation and approximation. Colocation methods;
- Numerical derivation and integration;
- Numerical methods for initial value problems;
- Numerical values for initial and boundary value problems. Finite difference, finite element and finite volume methods.