S5.40

Module Structure 30% practical tests / 70% written exam 3h lectures / week (except reading week) 3 x 2h of computer labs (solving problems practicing for the class tests) 2 x 1h long tests 15% each (7 th and 10 th weeks) – One for basics of python – Another for numerical methods and their implementations

Free Easy to learn/use Growing popularity Physics, Engineering, Finance … App development Web development

Module objectives Get basic programming skills Learn ideas behind numerical methods Study not only classical algorithms but also existing packages

Introduction to Python

Solution of a single non-linear equation

Solving Linear Systems of Algebraic equations

Approximation of Functions by Polynomials

Numerical Integration

Numerical solution of ordinary differential equations

Stochastic differential equations

Lectures Theory – description of the methods, convergence, precision Live coding – implementation of the numerical method in Python