5 Degree Plans – Numerical and Computational Mathematics
Coordinated by: Department of Numerical Mathematics
Study branch coordinator: doc. Mgr. Petr Knobloch, Dr.
This programme focuses on design, analysis, algorithmization, and implementation of methods for computer processing of mathematical models. It represents a transition from theoretical mathematics to practically useful results. An emphasis is placed on the creative use of information technology and production of programming applications. An integral part of the programme is the verification of employed methods. The students will study modern methods for solving partial differential equations, the finite element method, linear and non-linear functional analysis, and methods for matrix calculation. They will choose the elective courses according to the topic of their master's thesis. They can specialise in industrial mathematics, numerical analysis, or matrix computations.
The graduate will have attained the knowledge needed for numerical solution of practical problems from discretization through numerical analysis up to implementation and verification. He/she will be able to choose an appropriate numerical method for a given problem, conduct its numerical analysis, and implement its computation including analysis of numerical error. The graduate will be able to critically examine, assess, and tune the whole process of the numerical solution, and can assess the agreement between the numerical results and reality. He/she will be able to carry out an analytical approach to the solution of a general problem based on thorough and rigorous reasoning. The graduate will be qualified for doctoral studies and for employment in industry, basic or applied research, or government institutions.
Assumed knowledge
It is assumed that an incoming student of this branch has sufficient knowledge of the following topics and fields:
- –Differential calculus for functions of one and several real variables. Integral calculus for functions of one variable. Measure theory, Lebesgue measure and Lebesgue integral. Basics of algebra (matrix calculus, vector spaces).
- –Foundations of functional analysis (Banach and Hilbert spaces, duals, bounded operators, compact operators, basics of the theory of distributions), theory of ordinary differential equations (basic properties of the solution and maximal solutions, systems of linear equations, stability) and partial differential equations (quasilinear equations of first order, Laplace equation, heat equation and wave equation).
- –Foundations of numerical mathematics (numerical quadrature, basics of the numerical solution of ordinary differential equations, finite difference method for partial differential equations) and of analysis of matrix computations (Schur theorem, orthogonal transformations, matrix decompositions, basic iterative methods).
Should an incoming student not meet these entry requirements, the coordinator of the study programme may assign a method of acquiring the necessary knowledge and abilities, which may for example mean taking selected bachelor's courses, taking a reading course with an instructor, or following tutored independent study.
5.1 Obligatory Courses
Code | Subject | Credits | Winter | Summer | |
NMMA405 | Partial Differential Equations 1 | 6 | 3/1 C+Ex | — | |
NMMA406 | Partial Differential Equations 2 | 6 | — | 3/1 C+Ex | |
NMNV401 | Functional Analysis | 5 | 2/2 C+Ex | — | |
NMNV402 | Nonlinear Functional Analysis | 5 | — | 2/2 C+Ex | |
NMNV403 | Numerical Software 1 | 5 | 2/2 C+Ex | — | |
NMNV404 | Numerical Software 2 | 5 | — | 2/2 C+Ex | |
NMNV405 | Finite Element Method 1 | 5 | 2/2 C+Ex | — | |
NMNV407 | Matrix Iterative Methods 1 | 6 | 4/0 Ex | — | |
NMNV501 | Solution of Nonlinear Algebraic Equations | 5 | 2/2 C+Ex | — | |
NSZZ023 | Diploma Thesis I | 6 | — | 0/4 C | |
NSZZ024 | Diploma Thesis II | 9 | 0/6 C | — | |
NSZZ025 | Diploma Thesis III | 15 | — | 0/10 C |
5.2 Elective Courses
It is required to earn at least 28 credits from elective courses. The selection of elective courses should take into account the planned choice of the third subject area for the final exam. The subject area for which the course is recommended is shown in parentheses (3A, 3B or 3C). The course NMNV451 Seminar in Numerical Mathematics can be taken repeatedly. We recommend enrolling in it for each semester of study.
Code | Subject | Credits | Winter | Summer | |
NMNV436 | Finite Element Method 2 | (3B) | 5 | — | 2/2 C+Ex |
NMNV438 | Matrix Iterative Methods 2 | (3C) | 5 | — | 2/2 C+Ex |
NMNV451 | Seminar in Numerical Mathematics | 2 | 0/2 C | 0/2 C | |
NMNV531 | Inverse Problems and Regularization | 5 | 2/2 C+Ex | — | |
NMNV532 | Parallel Matrix Computations | (3C) | 5 | — | 2/2 C+Ex |
NMNV533 | Sparse Matrices in Direct Methods | (3C) | 5 | 2/2 C+Ex | — |
NMNV534 | Numerical Optimization Methods | 5 | — | 2/2 C+Ex | |
NMNV535 | Nonlinear Differential Equations | (3B) | 3 | 2/0 Ex | — |
NMNV536 | Numerical Solution of Evolutionary Equations | (3A) | 3 | — | 2/0 Ex |
NMNV537 | Mathematical Methods in Fluid Mechanics 1 | (3A) | 3 | 2/0 Ex | — |
NMNV538 | Mathematical Methods in Fluid Mechanics 2 | (3A) | 3 | — | 2/0 Ex |
NMNV539 | Numerical Solution of ODE | (3B) | 5 | 2/2 C+Ex | — |
NMNV540 | Fundamentals of Discontinuous Galerkin Method | (3B) | 3 | — | 2/0 Ex |
NMNV541 | Shape and Material Optimisation 1 | (3A) | 3 | 2/0 Ex | — |
NMNV542 | Shape and Material Optimisation 2 | (3A) | 3 | — | 2/0 Ex |
NMNV543 | Approximation Theory | 4 | 2/1 C+Ex | — |
5.3 State Final Exam
Requirements for taking the final exam
- – Earning at least 120 credits during the course of the study.
- – Completion of all obligatory courses prescribed by the study plan.
- – Earning at least 28 credits by completion of elective courses.
- – Submission of a completed master's thesis by the submission deadline.
Oral part of the state final exam
The oral part of the final exam consists of two common subject areas ''1. Mathematical and Functional Analysis" and ''2. Numerical Methods" and a choice of one of three subject areas ''3A. Industrial Mathematics", ''3B. Numerical Analysis", or ''3C. Matrix Computations". One question is asked from each of the subject areas 1 and 2 and one question is asked from the subject area selected among 3A, 3B, or 3C.
Requirements for the oral part of the final exam
1. Mathematical and functional analysis
Partial differential equations, spectral analysis of linear operators, monotone and potential operators, solution of variational problems
2. Numerical methods
Finite element method, basic matrix iterative methods, methods for the solution of systems of nonlinear algebraic equations, basics of the implementation of numerical methods
3. Choice of one of the following topics:
3A. Industrial Mathematics
Mathematical methods in fluid mechanics, methods of material optimization, methods of solution of evolutionary equations
3B. Numerical Analysis
Nonlinear differential equations, numerical methods for ordinary differential equations, numerical solution of convection-diffusion problems
3C. Matrix Computations
Methods of Krylov subspaces, projections and problem of moments, connection between spectral information and convergence, direct methods for sparse matrices
5.4 Recommended Course of Study
1st year
Code | Subject | Credits | Winter | Summer | |
NMMA405 | Partial Differential Equations 1 | 6 | 3/1 C+Ex | — | |
NMNV407 | Matrix Iterative Methods 1 | 6 | 4/0 Ex | — | |
NMNV401 | Functional Analysis | 5 | 2/2 C+Ex | — | |
NMNV403 | Numerical Software 1 | 5 | 2/2 C+Ex | — | |
NMNV405 | Finite Element Method 1 | 5 | 2/2 C+Ex | — | |
NMNV451 | Seminar in Numerical Mathematics | 2 | 0/2 C | — | |
NMMA406 | Partial Differential Equations 2 | 6 | — | 3/1 C+Ex | |
NSZZ023 | Diploma Thesis I | 6 | — | 0/4 C | |
NMNV402 | Nonlinear Functional Analysis | 5 | — | 2/2 C+Ex | |
NMNV404 | Numerical Software 2 | 5 | — | 2/2 C+Ex | |
NMNV451 | Seminar in Numerical Mathematics | 2 | — | 0/2 C | |
Optional and Elective Courses | 7 |
2nd year
Code | Subject | Credits | Winter | Summer | |
NSZZ024 | Diploma Thesis II | 9 | 0/6 C | — | |
NMNV501 | Solution of Nonlinear Algebraic Equations | 5 | 2/2 C+Ex | — | |
NMNV451 | Seminar in Numerical Mathematics | 2 | 0/2 C | — | |
NSZZ025 | Diploma Thesis III | 15 | — | 0/10 C | |
NMNV451 | Seminar in Numerical Mathematics | 2 | — | 0/2 C | |
Optional and Elective Courses | 27 |