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Numerical Methods

When you'll study it
Semester 1
CATS points
15
ECTS points
7.5
Level
Level 7
Module lead
Giles Richardson

Module overview

Often in mathematics, it is possible to prove the existence of a solution to a given problem, but it is not possible to "find it". For example, there are general theorems to prove the existence and uniqueness of an initial value problem for an ordinary differential equation. However, it is in general impossible to find an analytical expression for the solution. In cases like these numerical methods can provide an answer, albeit limited: for example, there are numerical procedures (called algorithms) that, given an initial value problem, will compute its solution.

This module is designed to cover four key areas: linear equations, quadratures (ie the evaluation of definite integrals) and the solution of Ordinary and Partial Differential Equations.

The nature of the module is eminently practical: we will cover relatively little of the mathematical background of the numerical techniques that we will study. On the other hand students will be

required to do a reasonable amount of programming in eg python; part of the assessment will test their ability to code in a suitable language and to put into practice the theoretical methods studied at lectures. Seven computer laboratory sessions are associated to this module and will complement the lectures.

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