In many applications numerical methods are an essential tool to solve complicated problems. As
models tend to be more sophisticated, there arise problems that cannot be solved directly. And
even if direct methods are an alternative approach, they typically fail to address problems that
arise in large-scale computations: Computational complexity and limitation of memory.
In this lecture we will have a close look at some very basic numerical methods for several problems stemming from engineering applications.

The course language is English. The main topics of this course are:

- Interpolation

- Numerical Integration

- Direct Solvers for Linear Systems

- Iterative Methods for Linear Systems