Mathematics

Applied Numerical Analysis (L.6)

Module code: G1110
Level 6
15 credits in autumn semester
Teaching method: Lecture
Assessment modes: Coursework, Unseen examination

On this module, you’ll develop your knowledge in numerical analysis. You’ll cover:

• the convergence analysis of fixed-point methods
• numerical integration
• standard methods for the numerical solution of Ordinary Differential Equations (ODEs).

Throughout the module, you’ll develop an understanding of how computers are able to solve a variety of mathematical problems.

Module learning outcomes

• Analyse the convergence properties of standard iterative methods
• Implement and apply basic iterative methods to solve linear and nonlinear problems
• Analyse the convergence and stability properties of standard time-stepping methods
• Conduct basic error analysis
• Implement and apply time-stepping methods to solve ODE's and time-dependent PDE's