Review of Programming and Toolboxes, Packages, Modules; Iterative Linear Algebra Problems; Root Finding Programs; Recursive Functions and Algorithms; Optimisation Algorithms; Data Fitting and Interpolation; Extrapolation; Numerical Integration; Numerical Solutions of Differential Equations: IVPs and BVPs; Selected Topics (algorithms and coding in different fields).

For further information see the academic catalog: IAM592

Course Objectives

At the end of this course, the student will learn:

  • how to solve linear algebra equations
  • how to solve root finding problems in different fields
  • recursive algorithms
  • how to solve optimisation problems
  • data analysis tools and data description
  • numerical integration methods to calculate integrals involved in applied mathematics
  • how to numerically solve initial as well as boundary value problems in differential equations

Course Learning Outcomes

Student, who passed the course satisfactorily will be able to:

  • understand basic problems in applied mathematics
  • be aware of possible ways to solve problems from different fields
  • analise and interpret data from measurements or observations
  • numerically solve basic optimisation problems
  • numerically solve basic differential equations

Tentative (Weekly) Outline

  • Review of Programming and Toolboxes, Packages, Modules
  • Iterative Linear Algebra Problems
  • Root Finding Problems
  • Recursive Functions and Algorithms
  • Optimisation Algorithms
  • Data Fitting and Interpolation (and Extrapolation)
  • Numerical Integration
  • Numerical Solutions of Differential Equations: IVPs and BVPs
  • Selected Topics: algorithms and coding distinctively from
    • Actuarial Sciences
    • Cryptography
    • Financial Mathematics
    • Scientific Computing

Course Textbook(s)