NDAA07012U Scientific Computing

Skills
At course completion, the student should be able to:

• Choose an appropriate numerical method for the solution of the problem or sub-problem. The numerical method is selected among the methods presented in the course and it should be chosen with respect to the requirements of the model.
• Evaluate the numerical method with respect to potential accuracy, computational efficiency, robustness and memory requirements.
• Perform the required computation using Matlab or similar systems.
• Evaluate the quality of the solution with respect to the accuracy obtained and the sensitivity to model parameter variations.
• Estimate whether the quality of the solution is adequate relative to the desired use of the model.
• Analyse the reasons of a possible total failure of a method applied to a concrete problem.

Knowledge
Presentation and numerical analysis of simple mathematical models from science. Presentation of ideas behind and motivation for fundamental numerical methods for the solution of: linear and nonlinear equations, linear and nonlinear optimization, eigenvalue problems, initial value problems for ordinary differential equations, partial differential equations and the fast Fourier transform.