Course overview
Explore fundamental numerical methods widely used across science, engineering, and finance, such as finite differences, integral approximations, iterative methods, and interpolation. Learners will investigate the mathematical justification behind these methods and derive error bounds on numerical solutions for a given order of accuracy. Learners will develop numerical code, analyse numerical solutions and confirm theoretical predictions.
- Interpolation
- Calculus And Linear Equations
- Iteration And Differential Equations
Course learning outcomes
- Write efficient numerical code for a range of fundamental mathematical problems, including interpolation, calculus, linear algebra, and iteration
- Derive formulas for numerical approximations for data interpolation and for calculus problems
- Compute solutions of fundamental mathematical problems, including interpolations, differential equations, linear algebra problems and iterations
- Interpret numerical solutions to identify significant features, such as dynamical behaviour or failures in the numerical scheme
- Quantify errors in numerical solutions using both analytic and numerical techniques
- Present numerical code and numerical solutions to professional standards
Degree list
The following degrees include this course