Numerical Analysis, Basic Course

Numerical Analysis, Basic Course

NUMA41 Numerical Analysis, Basic Course, 7.5 credits, is an alternative compulsory course for a Bachelor of Science degree in mathematics. The course can be taken as a stand-alone course. The course is given at half-study pace during the second half of each autumn semester. The course is given in English.

Course Contents
The course covers

  • Basic iterative methods for linear and non-linear systems of linear equations,
    matrix factorisations and condition number;
  • Convergence of iterative methods;
  • Interpolation and quadrature;
  • Discretisation of initial value problems for ordinary differential equations, stiff and non-stiff problems;
  • Error analysis, orthogonal systems, L2 approximation and error estimates. 

Teaching
The teaching consists of lectures. Assignments and a compulsory programming project are included in the course. The assignments are not compulsory but they are preparatory for the compulsory programming project.

Assessment
The examination consists of an oral examination and a written report of the programming project at the end of the course.

Course Literature

  • Endre Süli and David Mayers: An Introduction to Numerical Analysis, 2003, Cambridge University Press, ISBN: 0521007941 (eBook)

Official Course Description

Course Evaluation
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