Department of Mathematics,
Faculty of Physics, MSU

Additional chapters of numerical methods

Application of numerical methods for various applications.

Read at 8-st semester.
2 hours of lectures per week

The course content
  1. Approximation of the different types of splines. Finding the coefficients of splines; well conditioned algorithms. Study error.
  2. Parametric curve fitting; Rotation invariance. Approximation of the experimental curves.
  3. Ordinary differential equations. The Cauchy problem; Explicit Runge-Kutta method. Selection step and accuracy control. Tough task Rosenbrock-Wanner methods. Hard direct method for PDEs.
  4. Boundary-value problems; shooting and finite difference schemes. Eigenvalue problem; Amended vector method and the phase method.