Numerical Methods and Stochastics
Sommersemester 2020 - Lv-Nr. 126510
| Dozent | Zeit | Raum | Erstmals am: |
|---|---|---|---|
| Dr. Davide Giraudo | Montag, 15:00-17:00 Uhr | IC 03/653 | 06.04.2020 |
| Dr. Mario Lipinski | Mittwoch, 8:00-10:00 Uhr | IC 03/606 | 08.04.2020 |
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 17.08.2020 von 9:30 - 11:30 Uhr im Raum HZO 90 statt.
Wiederholungsklausur
Die Wiederholungsklausur findet am 22.02.2021 von 8:30 - 10:30 Uhr im Raum HZO 70 statt.