Aims and Fit of Module

To provide an introduction to the main topics of Numerical Analysis with the central theme on the solution of linear algebraic equations and partial differential equations.

Learning outcomes

A. Analyse the accuracy, efficiency and convergence properties of numerical methods for solving linear algebraic and differential equations.

B. Construct numerical methods for solving linear systems of algebraic equations.

C. Approximate solutions of eigenvalue problems for finite dimensional operators.

D. Construct numerical methods for solving second order differential equations using finite differences.

E. Implement numerical methods for solving linear algebraic and differential equations.

Method of teaching and learning

The delivery of the module consists of a series of lectures and lab sessions.

Lectures cover the theory of numerical analysis, paying special attention to the development/construction of the different methods and their analysis. They also contain a wide range of examples showing how to address theoretical questions.

The lab sessions are intended to provide students with the opportunity to write their own computer code to implement the different methods studied during the lectures.