The course is dedicated to the introduction of the basic concepts necessary for understanding and high performance implementation of deterministic computational algorithms in the area of scientific computing. Concepts, methods and algorithms are always first motivated by application examples from different areas (e.g., robotics/mechanics, data compression, insurance/banking). The recurrent theme of the course is built upon the concept, that those respective computational problems and algorithms can be described from the common optimisational perspective; also the necessary physics background is introduced. Relation is established to the concepts from partial differential equations that are introduced in the other courses of AMCS Master in the first semester.
- Introduction to Computational Science: Modelling and Simulation for the SciencesShiflet and G. Shiflet; Princeton University Press, 2006
- Numerical Methods; J. Faires; BrooksCole, 2002