Entry requirements

Mathematics, 60 ECTS credits, including

calculus in one variable and programming.

It is easier to follow this course for those who have taken a course in numerical analysis.

Aims

The course will provide the fundamentals of mathematically rigorous

scientific computing.

Content

The mathematics behind floating point computations and the IEEE

standard. Elementary interval analysis in one variable, e.g, computer

implementations of interval functions, root finding, Newton's method,

integration, and optimisation problems. Automatic differentiation with

an emphasis on Taylor models. Ordinary differential equations.

Programming aspects of interval-based numerical methods.

Instruction

Lectures.

Assessment

Oral or written exam. Projects and/or hand-in exercises might occur.