This course is split into two parts and introduces to the following topics:
Numerics:
• Numerical methods for ordinary differential equations
• Numerical methods for partial differential equation (finite element method)
• Efficient solution of large linear systems
• Numerical optimization algorithms
Stochastics:
• Fundamentals of probability and statistics
• Linear regression
• Principle component analysis
• Time series analysis
- Kursleiter/in: Herold Dehling
- Kursleiter/in: Martin Kronbichler
Semester: ST 2024