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Lecturer | Prof. Dr. Arnulf Jentzen | Lecture |
Wed, 13-15 HG E1.1 Fri, 13-14 HG E1.1 |
Coordinators | Dr. Sonja Cox |
Exercises |
Fri, 14-15 HG E1.1 |
Office Hour |
Thu, 14-15 HG G53.2 |
Start of Lectures: Wednesday, September 18, 2013.
Start of Exercises: Friday, September 27, 2013.
Date for End-of-Semester Exam: Wednesday, December 18, 2013, 13:00-15:00, Room HG E19
Date for examination of graded exams: Thursday, February 27, 2014 14-15 HG G53.2
A NUMERICAL GRADE for the course is based only on the written end-of-Semester final examination.
The end-of-Semester examination will be *closed book*, 2hr in class,
and will involve theoretical as well as MATLAB programming problems.
Examination will take place on ETH-workstations running MATLAB
under WINDOWS. An own computer is NOT allowed for the examination.
A sample exam can be found here.
The details concerning the exercise classes can be found here.
Mandatory: Probability and measure theory,
basic numerical analysis and
MATLAB programming.
Lecture notes will be handed out in class.
The pdf file(s) can be downloaded from the link(s) below.
Complete lecture notes |
Version: 10 February 2014 |
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Titlepage |
Version: 06 December 2013 |
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Chapters 0-3 |
Version: 06 December 2013 |
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Chapter 4 |
Version: 11 December 2013 |
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Chapter 5 |
Version: 11 December 2013 |
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Chapter 6 |
Version: 29 November 2013 |
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Chapters 7 + Bibliography |
Version: 04 December 2013 |
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