Class at Faculty of Mathematics and Physics |
NTMF058
Syllabus
* Numerical solution of partial differential equations differential scheme, order of accuracy and stability, formulation and solution of initial and boundary value problems, finite element method
* Iterative methods in numerical linear algebra basic methods (Jacobi, Gauss-Seidel, overrelaxation), gradient methods, multigrid
* Monte Carlo method central limit theorem, application to integration, Metropolis algorithm
Annotation
Continuation of the course NTMF057. Numerical methods for solving initial and boundary value problems in physics, iterative methods of numerical linear algebra, Monte Carlo method.
For the first year of the master study of theoretical physics.