Numerical Analysis (MAGIC066)
I'm afraid that I have had to change the date/time for 4 of the lectures for the last half of term due to clashes with meetings I must attend. Please look at the calendar on the MAGIC website for details. Thank you and sorry for any inconvenience, Tim Phillips
This course is part of the MAGIC core.
This course gives a broad introduction to Numerical Analysis and Scientific Computing. It is aimed to all PhD students in Mathematics.
Autumn 2016 (Monday, October 3 to Friday, December 9)
Standard undergraduate courses in real analysis and differential equations (ordinary and partial).
1. Introduction and general overview. 2. Approximation Theory, Polynomial Interpolation and Numerical quadrature. 3. Methods for solving systems of linear and nonlinear equations. 4. The Fast Fourier transform. 5. 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. 6. 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.
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The assessment for this course will be via a single take-home paper in January with 2 weeks to complete and submit online. There will be 4 questions and you will need to score 50
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