Numerical Methods and Stochastics
Sommersemester 2019 - Lv-Nr. 126510
| Dozent | Zeit | Raum | Erstmals am: |
|---|---|---|---|
| Jun.-Prof. Dr. Markus Weimar | Montag, 13:00 - 15:00 Uhr | NB 5/99 | 01.04.2019 |
| Dr. Davide Giraudo | Montag, 15:00 - 16:15 Uhr | NB 5/99 | 01.04.2019 |
Beschreibung
Numerics:
Two-point boundary value problems, prerequisites for finite element and finite volume methods, efficient solvers for large linear systems of equations, linear and non-linear optimization.
Stochastics:
- Fundamental concepts of probability and statistics: (multivariate) densities, extreme value distributions, descriptive statistics, parameter estimation and testing, confidence intervals, goodness of fit tests.
- Time series analysis: trend and seasonality, ARMA models, spectral density, parameter estimation,prediction.
- Multivariate statistics: correlation, principal component analysis, factoranalysis.- Linear models: multiple linear regression, F-test for linear hypotheses, Analysis of Variance
Voraussetzungen
Knowledge of Analysis, Numerics and Stochastics on the level of a bachelor in engineering science
Klausur
Die Klausur findet am 19.08.19 von 9:30 - 11:30 in NB 02/99 statt.