Course content

Solution of linear systems of equations. Interpolation and the least square method. Numerical differentiation and integration. Non-linear equations and systems of equations. Numerical solution of ordinary and partial differential equations. Some programming.

Learning outcome

1. Knowledge. The student is familiar with selected algorithms for numerical solution of linear and nonlinear equations, differential equations and integration, and knows how these algorithms are developed and analyzed. The student is familiar with central concepts such as error sources, convergence and stability.


2. Skills. The student is able to choose a suitable numerical algorithm for a given mathematical problem, to implement this method, and to critically evaluate the result. Moreover, the student is capable of developing (further) simple numerical algorithms and to analyze these.

Learning methods and activities

Lectures, compulsory exercises, project.
Final written exam counts for 70 % of the grade. The project counts for 30 % of the final grade.

Retake of examination may be given as an oral examination. If there are few registered students, the examination may be given as an oral examination.

Recommended previous knowledge

The course is based on MA1101 Basic caluculus I, MA1102 Basic caluculus II, MA1103 Vector calculus, MA1201 Linear algebra og geometry, MA1202 Linear algebra with applications, MA2105 Complex Function Theory with Differential Equations.

Course materials

Will be announced at the start of the course.

Credit reductions