Applied Numerical Analysis

Important Requirements

All students are required to

  • Be able to perform simple programming tasks using any platform (preferably Octave)

Course Objectives

The course will develop numerical methods aided by technology to solve algebraic, transcendental, and differential equations, and to calculate derivatives and integrals. The course will also develop an understanding of the elements of error analysis for numerical methods and certain proofs. The course will further develop problem solving skills.

Course Intended Learning Outcomes

By the end of this course, the student will be able to:

  • solve an algebraic or transcendental equation using an appropriate numerical method
  • prove results for numerical root finding methods
  • approximate a function using an appropriate numerical method
  • calculate a definite integral using an appropriate numerical method
  • solve a differential equation using an appropriate numerical method
  • evaluate a derivative at a value using an appropriate numerical method
  • find optimal values that satisfy linear and nonlinear optimization problems
  • code a numerical method in a modern computer language


  • Fundamentals of Numerical Analysis, Mohammad Tawfik, 2018,, DOI: 10.13140/RG.2.2.25680.81925
  • Numerical Methods for Engineers, Raymond P. Canale and Steven C. Chapra, 6th ed, 2010, McGraw Hill, ISBN 978–0–07–340106–5

Go To Course Topics

You may download the code associated with the lessons in this course from the GitHub repository below.