The course deals with numerical and approximative methods of solving mathematical problems that are frequently met in Physics: Root finding and solution of nonlinear equations. Linear systems and matrices. Finite differences discretization and numerical derivatives. Numerical calculations of definite integrals. Numerical solutions of ordinary differential equations - error analysis and convergence. Introduction to numerical solution methods for partial differential equations. Computer applications of the above methods.

Additional suggested literature

• Applied Numerical Analysis (C.F.Curtis, P.O.Wheatley, Addison Wesley)
• Numerical Methods for Mathematics, Science and Engineering (J.H.Mathews, Prentice-Hall)
• Numerical Recipes (W.H.Press, S.A.Teukolsky, W.T.Vetterling, B.P.Flannery, Cambridge Univ. Press)