Numerical Analysis (MSc) - MAT00069H
- Department: Mathematics
- Credit value: 20 credits
- Credit level: H
- Academic year of delivery: 2022-23
Module summary
This module is for postgraduate students only.
Related modules
Additional information
Pre-requisite:
- Students should have taken an introduction to programming
Module will run
| Occurrence | Teaching period |
|---|---|
| A | Autumn Term 2022-23 to Spring Term 2022-23 |
Module aims
- To introduce numerical approximation techniques for solving standard problems in Mathematics, and explain when and why they work.
- To derive some of these techniques rigorously from first principles.
- To explain how (packaged) computer software is able to produce numerical solutions, and to enable a judgement of whether the results are reliable.
- To provide opportunities for implementing numerical techniques on a computer.
Module learning outcomes
Subject content
- Derive elementary numerical methods from first principles.
- Apply the numerical methods discussed to simple examples, using pen and paper (i.e., without the help of a computer).
- Implement numerical methods using computer software, and apply them in examples.
- Compute error estimates for simple numerical methods.
- Judge under which circumstances a given numerical method is reliable.
Academic and graduate skills
- Understand some elements of computer programming
- Understand the concept of computer algorithms
Module content
Syllabus
- Numerical errors
- Root finding for functions of one variable
- Root finding for functions of several variables
- Solving linear equation systems
- Interpolation by polynomials
- Numerical integration
- Numerical differentiation
- Initial value problems for ordinary differential equations
- Boundary value problems for ordinary differential equations
- Partial differential equations
Indicative assessment
| Task | % of module mark |
|---|---|
| Closed/in-person Exam (Centrally scheduled) | 100 |
Special assessment rules
Pass/fail
Additional assessment information
20% of the final exam comes from computer based assessments, and 20% of the final exam comes from written coursework.
Indicative reassessment
| Task | % of module mark |
|---|---|
| Closed/in-person Exam (Centrally scheduled) | 100 |
Module feedback
Current Department policy on feedback is available in the undergraduate student handbook. Coursework and examinations will be marked and returned in accordance with this policy.
Indicative reading
R L Burden and J D Faires, Numerical Analysis, Brooks/Cole