Mathematics

Applied Numerical Analysis (L.6)

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

On this module, you'll study:

• 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