Advanced Numerical Analysis (L.6)

Module code: G1110
Level 6
15 credits in autumn semester
Teaching method: Lecture
Assessment modes: Computer based exam, Coursework

This module will cover topics including:

  • iterative methods for linear systems
  • iterative methods for nonlinear systems
  • optimisation
  • eigenvalue problems
  • numerical methods for ordinary differential equations
  • Runge-Kutta methods
  • linear multistep methods.

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