Numerieke Methoden

Numerical mathematics is the study of methods that give numerical approximations to mathematical problems. In most cases, the exact solution cannot be obtained (easily).

During this course, numerical methods are treated for the solution of ordinary differential equations, and a relatively simple partial differential equation (the time-dependent heat equation). Further several numerical methods are treated which can also be applied to problems that do not involve differential equations. Such methods are: interpolation, numerical integration, and solution strategies for non-linear equations.

The use of numerical software (MATLAB/Python) is an essential part of the course material.