- The student has an overview of a range of techniques to obtain approximate solutions of PDEs when analytic methods cannot be applied.
- The student is familiar with the analysis of numerical schemes, considering convergence, accuracy, stability and relative efficiency..
- The student is familiar with approximation methods for initial value problems, including single step and multi-step methods and generalisation to systems of first order ODEs..
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This numerical analysis course is concerned with the approximate solutions of partial differential equations (PDEs), which are important in quantitative modelling in all fields of science and engineering. In the real world (i.e. outside university) analytic methocs can rarely be applied to give quantitative results, and so numerical methods are essential.
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| Analysis 2 (multivariable calculus), basic knowledge of Ordinary Differential Equations and Numerical Methods for ODEs. |
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| Written exam (oral if the number participants is low) and assignments. |
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| This course will be taught in English. |
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