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)


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


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.


Tim Phillips (main contact)
Phone (029) 208 74194
Interests Non-Newtonian fluid mechanics, computational fluid dynamics, numerical analysis
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Agis Athanassoulis
Phone 07472475794
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Andrea Cangiani
Phone (0116) 252 3889
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Saeed Alamry
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Hassan Alkhayuon
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Kevin Bolton
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Matthew Charles
(East Anglia)
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Adam Crowder
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Alex Diaz de la O
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Dario Domingo
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Steven Elsworth
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Massimiliano Fasi
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Jordan Gill
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Gareth Hawkes
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Alex Hiles
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Petar Hristov
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Mousa Huntul
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Ben Jones
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Thomas Kappas
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Blaine Keetch
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Amy Mallinson
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Puneet Matharu
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Mae Mesgarnezhad
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Chinedu Nwaigwe
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Antonios Parasyris
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Hayley Randall
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Penpark Sirimark
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Sittichoke som-am
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Thomas Stratton
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Luke Tait
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Evan Turnill
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James Van Yperen
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Rawin Youngnoi
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Johnny Zhong


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 score 50

Numerical Analysis

Files:Exam paper
Released: Monday 9 January 2017 (438.5 days ago)
Deadline: Sunday 22 January 2017 (424.5 days ago)

Recorded Lectures

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