Předmět Numerical methods (BPM_NUMA)

Na serveru studentino.cz naleznete nejrůznější studijní materiály: zápisky z přednášek nebo cvičení, vzorové testy, seminární práce, domácí úkoly a další z předmětu BPM_NUMA - Numerical methods, Ekonomicko-správní fakulta, Masarykova univerzita (MU).

Materiál	Typ	Datum	Počet stažení

Cíl

The course will make students capable to:numerical proces of empirical datasolve mathematical problem using the computer.choose appropriate stochastic tools for the morphology of amorphous processes

Osnova

-Metric spaces and linear spaces with scalar product--metric on spaces of functions--ortonormal basis and projections-Polynomial interpolation--Lagrange polynomial--Newton form of the interpolation polynomial--Bernstein form of the interpolation polynomial--Newton–Cotes formulas--Taylor series expansion--Hermite interpolation, ( interpolation using the unique polynomial of degree at most 2n-1 that takes prescribed function and first derivative values at n distinct points. )- Fourier series decomposition of a periodic function into a sum of simple oscillating functions, namely sines and cosines-fitting a model function that is linear in the model parameters to data by minimizing the least-squares error ion different metrics.-Projection onto a space of function by minimizing the least-squares error.-Nonlinear equation--Horner formula--Regula falsi-Fixpoints of contractions.Stochastics models

Literatura

Sheskin, David J., Handbook of Parametric and Nonparametric Statistical Procedures, CRC Press, 1997Kenneth L. Judd: Numerical Methods in Economics, ISBN-10: 0-262-10071-1, ISBN-13: 978-0-262-10071-7Mario J. Miranda and Paul L. Fackler, Applied Computational Economics and Finance, ISBN-10: 0-262-13420-9, ISBN-13: 978-0-262-13420-0

Požadavky

Basic of mathematical analysis, algebra, linear algebra

Garant

RNDr. Luboš Bauer, CSc.

Vyučující

RNDr. Václav Studený, Ph.D.RNDr. Václav Studený, Ph.D.