MAGIC029: Numerical Analysis and Methods

Course details

Semester

Spring 2008
Monday, January 21st to Friday, March 14th; Monday, April 28th to Friday, May 16th

Hours

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

Timetable

Mondays
10:05 - 10:55
Wednesdays
09:05 - 09:55

Description

Prerequisites

No prerequisites information is available yet.

Syllabus

Topic areas are (not necessarily given in this order):
  • Approximation Theory (4)
    • Orthogonal Polynomials;
    • Splines;
    • Fourier Transforms;
    • Wavelets.
  • Numerical methods for ODEs(6)
    • Runge-Kutta Methods (RKF)
    • Symplectic integrators (Störmer-Verlet)
    • Stiff problems (LMM - Gears Method)
  • Numerical methods for PDEs(6)
    • Finite difference methods for elliptic boundary value problems.
    • Finite element methods for elliptic boundary value problems.
  • Eigenvalue problems(2)
    • QR-, QZ-, SVD and Arnoldi algorithms.
  • Solution of linear systems(2)
    • iterative methods;
    • sparse matrices;
    • reference to MATLAB.

Lecturer

  • JB

    Dr James Blowey

    University
    Durham University

Bibliography

No bibliography has been specified for this course.

Assessment

Attention needed

Assessment information will be available nearer the time.

Files

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Lectures

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