Scientific Computing II

5 credits

Syllabus, Bachelor's level, 1TD395

A revised version of the syllabus is available.
Education cycle
First cycle
Main field(s) of study and in-depth level
Computer Science G1F, Technology G1F
Grading system
Fail (U), Pass (3), Pass with credit (4), Pass with distinction (5)
Finalised by
The Faculty Board of Science and Technology, 27 February 2018
Responsible department
Department of Information Technology

Entry requirements

Scientific Computing I. Mathematical Statistics is recommended.

Learning outcomes

To pass, the student should be able to

  • describe and perform tasks in connection to the key concepts covered in the course;
  • explain the idea behind and apply the algorithms covered in the course;
  • explore properties for numerical methods and mathematical models by using the analysis methods covered in the course;
  • evaluate the properties in algorithms and mathematical models and, based on the evaluation discuss the suitability of these methods given an application problem;
  • solve problems in science and engineering by breaking the problem into sub-problems, use software efficiently and write code using a good programming standard;
  • present, explain, summarise, evaluate and discuss solution methods and results in a report.


Programming in MATLAB and methodology for problem solving. Solution to ordinary differential equations (initial-value problem). Adaptivity. Stability. Explicit and implicit methods. Order of a method, order of accuracy. Monte Carlo methods and methods based on random number, stochastic models, stochastic simulation, stochastoc ordinary differential equations, inverse transform sampling.

Key concepts covered in the course: discretisation and discretisation error (truncation error), accuracy and order of accuracy, local and global error, efficiency, stability and instabilty, adaptivity, stiff and non-stiff ordinary differential equations, deterministic/stochastic models and methods.


Lectures, problem classes, laboratory work, mini projects.


Written examination (3 credits) and written report on mini project (2 credits).