Basic Numerical Methods

Basic Numerical Methods

Upon completing this module, the students will acquire the basics of numerical mathematics and numerical simulation methods. This includes the theoretical understanding of how a computer calculates with finite floating-point numbers and what kind of errors and inaccuracies may arise from these, and how to reduce or control them same. They will be familiar with basic numerical methods for modelling and simulating statistical models, linear algebra models, and ordinary and partial differential equations. They will be able to estimate the approximation errors of the methods and determine the algorithmic intensity, and will be able to implement these methods themselves.


Floating point arithmetic, rounding errors, cancellation, numerical interpolation (Lagrange, Newton, Splines), Taylor developments, finite differences and their approximation errors, explicit and implicit time integrators, direct and iterative algorithms for matrix inversion, matrix decomposition (LU), solution for the Poisson equation.

Program / Module

M.Sc. Computational Modeling and Simulation
Module: CMS-COR-NUM - Basic Numerical Methods

Winter Term

Lecture: Mondays, 5. DS (14:50-16:20) in SCH-A316 (Georg-Schumann-Bau) / FIRST LECTURE: OCT 14
Exercises: Thursday, 3. DS (11:10-12:40) in HSZ/003 (Hörsaalzentrum). 17.10.2019: VMB/0E02/U (von-Mises-Bau)


2 SWS lecture, 2 SWS exercise, self-study

5 credits


Monday, February 10, 2020, 09:20-10:50h, M13/DÜLF/U (Dülfersaal, Mensa Mommsenstr. 13)

Since there are more than 10 registered students, the module examination consists of a written examination with a duration of 90 minutes.

At the exam, the following may be used:

  • 4 A4 sheets (8 pages if you print duplex) of hand-written summary. We recommend writing the summary by hand, but it can also be machine-written. In the latter case, the font size must be 8 points or larger throughout.
  • A standard pocket calculator (devices with network or bluetooth access, as well as devices capable of storing and displaying documents are not allowed)
Items not adhering to these guidelines will be confiscated in their entirety at the beginning of the exam.

Exam Review

You can come and look at your exam, and ask questions about its correction and the answers given during the following times:

  • Due to the current shutdown of the university, the exam review is postponed. Review dates will be announced after re-opening of the university.

All exam check session are going to happen at the CSBD (Pfotenhauerstr. 108) in the rooms of the Professorship.

Registration to the course

For students of the Master program "Computational Modeling and Simulation: via CampusNet SELMA

For students of the Computer Science programs: via jExam


Lecture: Prof. Ivo F. Sbalzarini
Exercises: Abhinav Singh

Teaching language: ENGLISH

Lecture notes are available as PDF here.
Below is the weekly syllabus and the exercise/solution handouts: