Numerical Mathematics

Error analysis. Approximation of functions. Numerical quadrature. Numerical linear algebra. Numerical solution of nonlinear equations and its relation to optimisation. Numerical solution of ordinary differential equations.

1. Knowledge. The student has knowledge of basic numerical methods for approximation of functions, numerical quadrature, numerical solution of ordinary differential equations, and numerical solution of linear and nonlinear equations. The student masters error analysis of numerical methods and understands the concepts stability and convergence.

2. Skills. The student masters basic techniques for analyzing a large selection of numerical algorithms. The student is able to implement the algorithms in a chosen programming language, set up numerical experiments and interpret the results. The student has established sound routines for quality assurance in implemented algorithms.

3. General competence. The student can describe the chosen scientific method and communicate his or her findings in a written scientific report using precise language.

Lectures, project and exercises. The exercises require the use of a computer. All teaching materials are available in English. Students are free to choose Norwegian or English for written assessments.