Numerical Analysis

Learning Outcomes

The aim of the course is to familiarize students with the solution of mathematical problems using approximate algorithmic (numerical) methods. Upon successful completion of the course, the student will comprehend the basic ideas underlying arithmetic methods and will be able to:

• apply the methods on paper or on the computer, by developing code to solve simple problems, and

• use available computational tools for more difficult problems, selecting the right technique and its parameters.

Indicative Module Content

​The module includes the analysis and application of basic numerical methods for:

1. Linear systems
2. Interpolation and regression
3. Root finding
4. Differentiation
5. Integration
6. Initial value and boundary condition problems

The module is taught using the Python programming language and its computational tools (NumPy, SciPy, and others). Apart from numerical methods, the course topics include floating-point arithmetic, handling multidimensional arrays, as well as data reading, storage, and visualization.