Advanced Mathematics for Engineers 2 (Hochschule Ravensburg-Weingarten Univ.). Instructor: Professor Wolfgang Ertel. After a repetition of basic linear algebra, computer algebra
and calculus, this course will deal with numerical calculus, statistics and function approximation, which are the most important basic mathematics topics for engineers in the fields of
computer science, mechatronics and electrical engineering.
Topics covered in this course, Advanced Mathematics for Engineers 2, include: random numbers including Kolmogorov complexity and pseudo random number generators; statistics and probability
including principal component analysis, estimators, the Gaussian distribution, and linear regression; function approximation: clustering, k-Means and the EM-Algorithm, and
singular value decomposition; numerical integration and solution of ordinary differential equations.
Lecture 14 - Numerical Integration and Solution of Ordinary Differential Equations