. – Elements of numerical analysis
PROFESSOR MAURIZIO PAOLINI
Text under revision. Not yet approved by academic staff.
COURSE AIMS
To teach students the basis they need to solve limit problems numerically
(discretization), with special reference to the finite element method for elliptic
partial differential equations. Related aspects include: solving linear systems with
modern iterative methods and function approximation techniques.
COURSE CONTENT
Approximations of one-variable functions: Hermite interpolation and spline
function interpolation. Optimal approximation.
Linear systems with sparse matrices: gradient method and conjugate gradient
method (case of symmetric positive definite matrices); methods for nonsymmetric
matrices (BCGstab and GMRES).
Preconditioners for linear systems. Overview of the multigrid method.
Limit problems in several dimensions: Galerkin method and finite elements,
interpolation error and energy-norm error estimates.
Elliptic equations (Poisson's equation): L2 error estimate.
Computational problems: grid generation and matrix assembly.
Adaptive methods for partial differential equations (overview).
Overview of the case of parabolic and hyperbolic equations.
Univariate optimization problems (overview).
READING LIST
V. COMINCIOLI, Analisi Numerica, Metodi Modelli Applicazioni, McGraw Hill, Libri Italia,
Milan, 1990.
A. QUARTERONI - A. VALLI, Numerical approximation of partial, differential equations,
Springer, 1994.
C. JOHNSON, Numerical solution of partial differential equations by the finite element method,
Cambridge university press, Cambridge, 1990.
G.H. GOLUB - C.F. VAN LOAN, Matrix Computations, The Johns Hopkins University Press,
Baltimore and London, 1993.
NOTES
Further information can be found on the lecturer's webpage at
http://www2.unicatt.it/unicattolica/docenti/index.html or on the Faculty notice
board.