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This course is part of the MAGIC core.


Autumn 2011 (Monday, October 10 to Friday, December 16)


  • Tue 12:05 - 12:55
  • Thu 11:05 - 11:55


No prerequisites information is available yet.


1. Introduction and general overview.
2. Approximation Theory. The Fast Fourier transform. 3. Methods for solving systems of linear and nonlinear equations. Gauss elimination, pivoting. Cholesky factorisation. Conditioning and error analysis. Least squares solution, Schur decomposition, the QR and QZ algorithms. Iterative methods: Jacobi, Gauss-Seidel, SOR. The Conjugate Gradient Method. Krylov subspace methods: Arnoldi algorithm. Conjugate gradient method and GMRES.
4. Numerical methods for ODEs. Taylor series methods. Runge-Kutta methods. Multi-step methods. Boundary value problems: shooting methods, finite difference methods, collocation. Methods for conservative and stiff problems.
5. Numerical methods for PDEs. Finite difference methods for elliptic equations. Parabolic equations: explicit, implicit and the Crank-Nicolson methods. The Galerkin, finite element and spectral methods.


Tim Phillips (main contact)
Phone (029) 208 74194
Interests Non-Newtonian fluid mechanics, computational fluid dynamics, numerical analysis
Photo of Tim Phillips
Andrea Cangiani
Phone (0116) 252 3889
Photo of Andrea Cangiani


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Azwani Alias
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Demetris Avraam
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Michael Bennett
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Matthew Buckley
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Mingliang Cheng
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Laura Cole
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Tom Croft
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Boris Dadachev
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Esen hanac
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Robert Hicks
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Akobbet Itoua
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Christopher Jeavons
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Ho Ming Ku
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Juxi Li
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Thorpe Maria
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Laila Naqvi
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Aniayam Okrinya
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Harvind Rai
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Rahifa Ranom
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Yuan Si Cong
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Jonathan Stone
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Desislava Todorova
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Michael Walters
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Francis Watson
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Chongyuan Xu
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Cyrus Yeadon


An Introduction to Numerical AnalysisE Suli and D Mayers
Theory and Applications of Numerical AnalysisG M Phillips and P J Taylor


Clicking on the link for a book will take you to the relevant Google Book Search page. You may be able to preview the book there. On the right hand side you will see links to places where you can buy the book. There is also link marked 'Find this book in a library'. This sometimes works well, but not always. (You will need to enter your location, but it will be saved after you do that for the first time.)


There will be two assessments for this course with each carrying a weight of 50

MAGIC066: Numerical Analysis Assessment 1

Files:Exam paper
Deadline: Wednesday 30 November 2011 (2089.2 days ago)

Numerical Analysis - Assessment 2

Files:Exam paper
Deadline: Monday 16 January 2012 (2042.2 days ago)

Recorded Lectures

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