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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 2015 (Monday, October 5 to Friday, December 11)


  • Live lecture hours: 20
  • Recorded lecture hours: 0
  • Total advised study hours: 0


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


No prerequisites information is available yet.


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.


Tim Phillips (main contact)
Phone (029) 208 74194
Interests Non-Newtonian fluid mechanics, computational fluid dynamics, numerical analysis
Photo of Tim Phillips
Agis Athanassoulis
Phone 07472475794
Photo of Agis Athanassoulis
Andrea Cangiani
Phone (0116) 252 3889
Photo of Andrea Cangiani


An Introduction to Numerical AnalysisE Suli and D Mayers
Theory and Applications of Numerical AnalysisG M Phillips and P J Taylor
Numerical Mathematics and ComputingCheney and Kincaid
Numerical Linear AlgebraTrefethen and Bau


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.)


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 the equivalent of 2 questions to pass.

MAGIC066 Take Home Exam

Files:Exam paper
Released: Monday 4 January 2016 (1075.3 days ago)
Deadline: Friday 15 January 2016 (1063.3 days ago)

Recorded Lectures

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