NUMERICAL ANALYSIS

Course objectives

Knowledge and understanding: The students will know the classical methods and algorithms of numerical analysis. Skills and attributes: The students will be able to choose a correct numerical method to solve their problem and they will be able to write the code corresponding to the algorithm.

Channel 1
FRANCESCA PITOLLI Lecturers' profile

Program - Frequency - Exams

Course program
The course unit consists of 90 hours duration, with lectures and exercises, for a total of 9 ECTS. Arguments of the teaching modules are the following. Finite precision and accumulation of round-off errors; truncation errors; conditioning of a mathematical problem; numerical stability (2 hours). Introduction to the solution of non linear equations and non linear systems of equations by iterative methods (14 hours). Numerical linear algebra: direct and iterative methods for linear systems (8 hours). Introduction to approximation theory: polynomial interpolation, Lagrange formula, interpolation error; least squares approximation by algebraic and trigonometric polynomials; splines, linear interpolating splines (14 hours). Numerical integration: elementary and composite Newton-Cotes formulas, error and convergence, method of trapezes, Simpson’s composite rule (4 hours). Numerical methods for initial value problems: discretization error, consistency, stability; one-step methods, Euler method, Heun method, classical Runge-Kutta method, convergence. Finite difference methods for boundary value problems (20 hours). Introduction to Matlab (28 hours).
Prerequisites
Knowledge of fundamentals of calculus, geometry and linear algebra
Books
L. Gori, Calcolo Numerico, Ed. Kappa, 2006 L. Gori, M.L. Lo Cascio, F. Pitolli, Esercizi di Calcolo Numerico, Ed. Kappa, 2007 Course Slides (to be downloaded)
Teaching mode
The course includes both lectures and lab exercises. During the lectures, the teacher will outline and discuss the main features of the numerical methods listed in the program. During lab exercises, firstly the teacher will give an introduction to programming in Matlab, then the teacher will show how to code algorithms. During the course the teacher will also provide guided exercises on numerical methods and programming and will assign homeworks to students.
Frequency
Attending of the course is warmly recommended.
Exam mode
Assessment is based on two components: • solution of exercises (55%): students should identify the numerical method suitable to solve a given problem and discuss numerical issues (accuracy, convergence, stability); • computer implementation of numerical algorithms (45%): students should implement a numerical algorithm on the computer, realize numerical tests and critically analyze the results. The oral part is not compulsory.
Bibliography
V. Comincioli, Analisi numerica: metodi, modelli, applicazioni, Mcgraw-Hill Libri Italia s.r.l., Milano, 1990 A. Quarteroni, R.Sacco, F, Saleri. Matematica numerica. Springer, Milano, 2008 F. Fontanella, A. Pasquali, Calcolo numerico: Metodi e algoritmi, Vol. 1, Pitagora Editrice, Bologna. F. Fontanella, A. Pasquali, Calcolo numerico: Metodi e algoritmi, Vol. 2, Pitagora Editrice, Bologna.
Lesson mode
The course includes both lectures and lab exercises. During the lectures, the teacher will outline and discuss the main features of the numerical methods listed in the program. During lab exercises, firstly the teacher will give an introduction to programming in Matlab, then the teacher will show how to code algorithms. During the course the teacher will also provide guided exercises on numerical methods and programming and will assign homeworks to students.
CHIARA SORGENTONE Lecturers' profile

Program - Frequency - Exams

Course program
The course unit consists of 90 hours duration, with lectures and exercises, for a total of 9 ECTS. Arguments of the teaching modules are the following. Finite precision and accumulation of round-off errors; truncation errors; conditioning of a mathematical problem; numerical stability (2 hours). Introduction to the solution of non linear equations and non linear systems of equations by iterative methods (14 hours). Numerical linear algebra: direct and iterative methods for linear systems (8 hours). Introduction to approximation theory: polynomial interpolation, Lagrange formula, interpolation error; least squares approximation by algebraic and trigonometric polynomials; splines, linear interpolating splines (14 hours). Numerical integration: elementary and composite Newton-Cotes formulas, error and convergence, method of trapezes, Simpson’s composite rule (4 hours). Numerical methods for initial value problems: discretization error, consistency, stability; one-step methods, Euler method, Heun method, classical Runge-Kutta method, convergence. Finite difference methods for boundary value problems (20 hours). Introduction to Matlab (28 hours).
Prerequisites
Knowledge of fundamentals of calculus, geometry and linear algebra
Books
L. Gori, Calcolo Numerico, Ed. Kappa, 2006 L. Gori, M.L. Lo Cascio, F. Pitolli, Esercizi di Calcolo Numerico, Ed. Kappa, 2007 Course Slides (to be downloaded)
Frequency
Attending of the course is warmly recommended.
Lesson mode
The course includes both lectures and lab exercises. During the lectures, the teacher will outline and discuss the main features of the numerical methods listed in the program. During lab exercises, firstly the teacher will give an introduction to programming in Matlab, then the teacher will show how to code algorithms. During the course the teacher will also provide guided exercises on numerical methods and programming and will assign homeworks to students. Attending of the course is warmly recommended.
  • Lesson code1015385
  • Academic year2024/2025
  • CourseElectrical Engineering
  • CurriculumIngegneria dell'Energia Elettrica
  • Year2nd year
  • Semester2nd semester
  • SSDMAT/08
  • CFU9
  • Subject areaMatematica, informatica e statistica