Advanced Numerical Methods

Description

This course will introduce advanced numerical techniques that complement the analytic approach students will have encountered over their degree program. These are primarily discrete methods used to solve ordinary and partial differential equations, including finite difference and finite element schemes, and related theory such as the solution of sparse linear systems of algebraic equations. Students will consider numerical and analytic approaches to applied problems, often of a discrete nature, such as linear and nonlinear recurrence relations, counting problems, and stochastic differential equations. Students will be assessed on the basis of reports (in the form of electronic documents) outlining their work on various open-ended numerical problems. Prerequisites: 2202NSC Numerical Methods and 2205NSC Calculus II. Advised Prerequisites: 2201NSC Linear Algebra and Applications, 2204NSC Introduction to Mathematical Modelling, 3201NSC Advanced Differential Equations and Modelling.