Numerical Methods & Scientific Computing

Description

Most mathematical problems arising from the physical sciences, engineering, life sciences and finance are sufficiently complicated to require computational methods for their solution. This subject introduces students to the process of numerical approximation and computer simulation, applied to simple and commonly encountered stochastic or deterministic models. An emphasis is on the development and implementation of algorithms for the solution of continuous problems including aspects of their efficiency, accuracy and stability. Topics covered will include simple stochastic simulation, direct methods for linear systems, data fitting of linear and nonlinear models, and time-stepping methods for initial value problems. Teaching Period: 27 July 2026 to 25 October 2026 Assessment Information: Description Timing Percentage Two computational assignments, one due mid-semester and one late in semester, requiring approximately 44 hours of work.(*) 44 hours (of work required) During the teaching period 40% One computer laboratory examination 3 hours During the examination period 60%