WTW263

NUMERICAL METHODS

STUDY GUIDE 2024

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Contents

A ORGANISATIONAL COMPONENT . . . . . . . . . . . . . . . . . . . . . 3
1 Admittance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
2 Lecturers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
3 Rules of assessment . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
4 Tutorial classes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
5 Textbook . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
6 Learning activities . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
7 General . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
B STUDY COMPONENT . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
1 Use of the study guide . . . . . . . . . . . . . . . . . . . . . . . . . 11
2 General objectives . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
3 Learning outcomes . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
4 Pre-knowledge . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
5 Module structure . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
THEME 1 EQUATIONS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
THEME 2 NUMERICAL INTEGRATION . . . . . . . . . . . . . . . . . . . 16
THEME 3 INITIAL-VALUE PROBLEMS FOR DIFFERENTIAL . . . . . . 18
THEME 4 SYSTEMS OF EQUATIONS . . . . . . . . . . . . . . . . . . . . . 22

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A ORGANISATIONAL COMPONENT

1 Admittance

You must have passed WTW164 to register for WTW263.

2 Lecturers

Module coordinator
Dr A(Mihaja) Ramanantoanina
Office: Mathematics 2-17
email: [email protected]
Tel: 420 8318

Lecturer Office Tel

Dr A Jooste Botany 2-17 420 2875
Dr G Maluleke Mathematics 1-48
Mrs L Mostert Mathemtatics 1-18 420 2010
Dr A Ramanantoanina Mathematics 2-17 420 8318
Prof M Sango Mathematics 2-16.1
Consulting hours
Hours of consultation with lecturers will be displayed on their office doors and/or clickUP.
Students may consult lecturers only during the consulting hours as indicated, or by ap-
pointment. This policy also holds before tests and examinations. In other words, lecturers
are only available during their normal consulting hours on the day before a test or ex-
amination. This policy aims at encouraging students to plan their work and to work
continuously.

3 Rules of assessment

Evaluation will take the form of regular class tests, two semester tests and a final exami-
nation.
The examination and test instructions of the University of Pretoria must be followed
meticulously.
The rounding rules as outlined in the ClickUP content area under ”Rounding” must be
adhered to in every assessment.

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3.1 Material for semester tests

Material for semester tests will be announced in class and will be published on clickUP.

3.2 Semester tests

The two semester tests will be written during the following test weeks:
Semester test 1: 26 August 2024 – 30 August 2024.
Semester test 2: 14 October 2024 – 18 October 2024.
The exact dates will be announced later on clickUP and is also be available on the UP
website.

3.3 Class tests

Class tests are written on a regular basis in the tutorial classes. They cover both theory
and problems of the relevant section that are posted weekly on clickUP.
Important: All the class tests that are graded by the lecturers and of which the marks
are entered will contribute to the semester mark.

3.4 Marked tests

File all your marked class tests and semester tests. They are your only proof that you have
indeed written the tests. Any problems regarding entered marks will only be considered
when you bring all the tests to the lecturer, not just the one(s) that is(are) queried.

3.5 Arrangements with respect to tests and examinations

• Student cards must be produced at request at tests or examinations.

• No answer books may be removed from the test / examination venue by any student
(this is a serious misconduct).

• All queries concerning the grading of a specific test must be finalized within 3 (three)
days after receipt of the graded test. After three days it is assumed that all marks
are final and correct and no further discussion will be entered into.

3.6 Absence from tests and examinations

In the case of absence from examinations the relevant faculty administration should be
informed.

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In the case of absence from tests (tutorial tests and semester tests) the lecturer concerned
must receive the relevant documents within three days from the date of the test.
Valid original sick notes are accepted if issued by a medical practitioner registered at the
Health Professions Council of South Africa (HPCSA). The only other type of sick notes
that is accepted are those issued by an Advanced Practice Nurse (a registered nurse with a
postgraduate qualification) as determined by the South African Nursing Council who has
a BHCF practice number, provided that the diagnosis falls only within their specific field
of specialisation.
An affidavit will only be accepted if supported by substantiating documentation, e.g. case
report or criminal charge with case number obtained from a police station, valid medical
certificate for injuries, a death certificate for a funeral, etc.
Please note that submission of fraudulent sick notes and affidavits is a criminal offence,
which will lead to disciplinary action and may result in dismissal.
In the case of representation, you have to submit a signed, original letter from the coach
or leader of the group, as well as an official notice of the event that includes the date and
location of the event.
In the case of a clash with another test, you have to submit the study guide or a copy of
an email from the module coordinator indicating the date and time of the test. Evidence
for a clash must be presented prior to the test.
Refer also to General Regulation G.2.3

• In the case of illness, follow the procedure below and take note of the requirements
for an acceptable medical certificate.

– Hand in a copy of the medical certificate with the lecturer concerned in person.
Your initials, surname and student number must be written clearly at the back
of the copy.
– The original certificate must accompany the copy and therefore certificates that
are e-mailed to the lecturer will not be accepted.
– A medical certificate stating that a student appeared ill or declared himself /
herself unfit to write a class test or semester test, will not be accepted.
– The doctor must be consulted on or before the date of the scheduled class test
/ semester test.

• Do not slide medical certificates under the door of a lecturer. Certificates that are
received as such, will not be accepted.

• In the case that the three day deadline can not be met (due to unavoidable circum-
stances), the student must notify the lecturer concerned/module coordinator of his
/ her situation (by phoning, e-mail or via a fellow student).

The same rules apply in the case of absence, with a satisfactory proof of the reason for
absence, due to other circumstances.

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3.7 Sick test

• Once a student has written any test he/she may not write a sick test
(regardless of illness or any other circumstances) to improve the mark.
(The same applies for the examination and re-examination.)
Hence, do not take a test while unwell. Do visit your general practitioner right away.
• There will be a separate sick test for semester test 1 and one for semester test 2.
Writing the sick test is compulsory for a student absent (with a valid proof of
absence) from one or both semester tests. If the sick test is not written (regardless
of the reason for not writing) a mark of 0% will be given for the specific semester
test that has not been written.
• Information regarding sick tests will be posted on clickUP during the test week.
Sick test 1 may be written in the week directly after the first test week or at the
same time as sick test 2 directly after the second test week.
• It is the responsibility of the student to get the information regarding
the sick test.
• There is no sick test for absence from any of the class tests. Absence from a class
test with a valid reason will be taken in account when calculating the final class test
mark.

3.8 Application for extra time during test weeks and examination period

Students who need extra time for the assessments must get a valid and applicable doc-
ument (a letter on a letter heading from the Faculty of Engineering) from student ad-
ministration. This is the only letter that will be accepted. This is only applicable to
assessments in the test weeks and examination period.
A copy of this letter must be mailed to the module coordinator not later than a week
before the first engineering test week.
No extra time is granted for other assessments.

3.9 Calculations of marks

Semester mark Final mark

Semester test 1 30% Semester mark 50%
Semester test 2 40% Examination mark 50%
Class tests 30%

3.10 Examination: Admittance and pass requirements

• To obtain admittance to the examination a semester mark of at least 40% is

required.

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 • To pass the course a final mark of at least 50% is required and a subminimum
of 40% for the examination.

3.11 Supplementary examination (Re-examination)

A student qualifies for a supplementary examination if he/she complies with one of the
following criteria:

• the final mark is between 40% and 49%,

• the subminimum was not achieved in the examination.

The final mark for a supplementary examination is the average of the semester mark
and the supplementary examination mark.
To pass the course a final mark of 50% is required and a subminimum of 40% for the
supplementary examination.
The final mark awarded may not be more than 50%.

3.12 Summer school

Refer also to General Regulation G11.2(2.1) and G.12.6(6.5)

(i) To gain entry into Summer school a student:

(a) must have obtained exam entry for the module in the previous semester and
received a final mark of at least 40%.
(a) may be allowed into Summer School if exam entry was obtained in the pre-
vious exam, the final mark of 40% was not obtained AND it is the only out-
standing second year module. In this case a student must apply at EBIT
Administration, Level 6 to be allowed into the Summer school.
(a) may be allowed into Summer School if exam entry was obtained in the pre-
ceding June exam, the final mark of 40% was not obtained AND it is the only
outstanding module from the previous academic year. In this case a stu-
dent must apply at EBIT Administration, Level 6 to be allowed into
the Summer school.

(ii) If a student fails the Summer School presented, the module needs to be repeated.

(iii) If a student qualifies to do more than one Summer school and there is an overlap
between the Summer Schools, the student needs to select one between the two. You
cannot do both.
No exceptions are made.

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4 Tutorial classes

Attendance of all classes and tutorial classes is compulsory.

A detailed tutorial allocation, with specific time and venue for each group, will be posted
on clickUP (according to study program and surname).
You may not attend another tutorial class than the one that you are allocated
to. If you do attend another tutorial class the test will not be taken into
consideration and you will be regarded as absent.
All the problems as indicated in the study guide must be done. The assignments for the
tutorial classes will be posted weekly on clickUP. You are expected to

• prepare the theoretical part thoroughly before the tutorial class and

• do all the exercises for the tutorial class beforehand. The idea of the tutorial class
is to sort out the problems that you had while preparing for the tutorial class and
not to start doing the exercises in the tutorial class.

5 Textbook

An Introduction to Numerical Analysis (7th edition), Labuschagne et al

ISBN 9781920043414 .

6 Learning activities

Contact time and learning hours

Number of lectures per week: 2
Number of tutorial classes per week: 1
Do the problems given in the study guide. Additional problems may be given in lectures.
This module carries a weighting of 8 credits, indicating that on average a student should
spend some 80 hours to master the required skills (including time for preparation for tests
and examinations). This means that on average you should devote some 5 hours of
study time per week to this module.

7 General

7.1 Announcements

The study guide does not necessarily contain all the information. Important announce-
ments may be made during lectures and will be posted on clickUP.

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7.2 ClickUP

All important information will appear on clickUP.

7.3 Pigeon holes

The pigeon holes for the course are in the Mathematics building to the left of room 1-18
(when facing room 1-18). All unclaimed class tests will be put in the pigeon holes.

7.4 Calculators

ONLY the prescribed calculators, namely Casio FX-991ZA and similar calculators
that do not have graphical screens and are not programmable (e.g. Casio FX-
82ZA Plus, Sharp EL531), will be allowed in all assessments.

7.5 Communication via email

When you send an email to a lecturer, you have to use a respectful tone and include all
the following aspect:

• A clear and explanatory subject line which include the course code (eg ”WTW263
submission sick note T1-Surname”);
• Your full name and surname at the end of the mail;
• Your student number; and
• Short and clear message.

7.6 Compliments and complaints

You are more than welcome to express your appreciation to your lecturer or tutor and
supply feedback about aspects of the course that you enjoy and find valuable.
If you have a query or complaint, you have to submit it in writing with specifics of the
issues or the nature of the complaint. It is imperative that you follow the procedure
outlined below in order to resolve the issues.

1. Consult the class representative or lecturer concerned about your com-

plaint/concerns. If the matter has not yet been resolved,
2. consult the course coordinator. If the matter has not yet been resolved,
3. consult the Head of Department(Prof Banda). If the matter has not yet been
resolved,
4. consult the Dean of the Faculty.

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7.7 Previous semester tests and examination papers

Enquiries with regard to semester tests and examination papers of previous years will
only be answered after the student provided proof that all the prescribed problems of the
relevant tutorial classes have already been done. We strongly advise students not to put
too much emphasis on previous papers when preparing for the tests and examinations.

7.8 Application for extra time during semester tests and examinations

Students who need extra time for semester tests and examinations must get a valid and
applicable document (a letter on a letter heading from the Faculty of Engineering) from
student administration (floor 6, Engineering 1). No other letter will be accepted.
A copy of this letter must be handed in at the module coordinator not later than a week
before the first semester test. The original letter must also be shown.

7.9 Disciplinary cases

The policy of the Department of Mathematics and Applied Mathematics is without excep-
tion to refer all cases where a suspicion of irregularity exists to the disciplinary committee
of the university.

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B STUDY COMPONENT

1 Use of the study guide

1.1 The course is divided into a number of THEMES. Each theme is subdivided into
LECTURE UNITS, each with its own OBJECTIVES, in order to provide you with
an overview of the structure of the course. It also tells you exactly what is expected
from you.

1.2 The material you have to master is indicated clearly in the objectives and under
the heading SOURCE. Unless indicated otherwise, you must comprehend and know
everything in full. You must be able to write out proofs in a logical way, showing
insight, sometimes with more explanatory steps than in the textbook. Please note
that amongst other reasons, the textbook is prescribed to accustom you with the
book in order that you will be able to do further reading about topics not covered
in the course when you need more information on such topics.

1.3 The LEARNING OUTCOMES are basic guidelines. It does not mean that exam-
ination questions will consist only of theory and the type of problems spelt out in
the learning outcomes. It may sometimes be necessary to combine your knowledge
of different themes to solve a problem. The first step however remains to check after
each lecture unit that you have indeed reached the set objectives.

1.4 The tutorial problems test whether you have reached the objectives. Solving prob-
lems also ensures that you get the necessary training in the application of your
knowledge. It is of utmost importance that these problems are done as soon as
possible after the completion of a lecture unit. In this way you ensure that you do
not lapse behind.

2 General objectives
2.1 Introduce the student to numerical methods.

2.2 Classify equations and master a number of solution techniques.

2.3 Solve initial-value problems.

2.4 Introduction to numerical integration.

3 Learning outcomes

After completion of this module the student should be able to

3.1 solve nonlinear equations using iterative methods;

3.2 solve a linear system of equations by elimination and factorization;

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 3.3 solve a linear or nonlinear system of equations with an iterative method;

3.4 solve an initial-value problem for a differential equation or system of differential

equations numerically;

3.5 calculate integrals using composite rules;

3.6 determine the approximation error for all of the above procedures;

3.7 compare the efficiency of different methods for solving the same problem.

4 Pre-knowledge

It is the student’s own responsibility to do the necessary revision in good time.

5 Module structure

The subject matter for the course is divided into four themes:

1. Equations 8 lectures
2. Numerical integration 3 lectures
3. Initial-value problems 7.5 lectures
4. Systems of equations 5.5 lectures

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THEME 1 EQUATIONS

LECTURE UNIT 1.1 GRAPHS AND INTERVAL DIVISION

Pre-knowledge: Sketching of graphs, identification of continuous functions and

differentiation

Number of lectures: 2

Source: Textbook Sections 1.1, 1.2, 1.3 and Appendix 1.

Learning outcomes

After completion of this unit you must be able to

1. isolate the solutions of equations graphically;

2. explain and apply the method of interval division;

3. know what is meant by significant digits and how to do rounding of numbers.

Remark: Although Section 1.4 is not for examination purposes, the results can come in
handy when considering polynomial equations.

Tutorial: Textbook Exercise 1.1 nos. 1, 2 and 3

Exercise 1.2 nos. 1, 2(a), 2(c), 2(e), 2(f), 2(g), 2(k), 2(l) and 3
Exercise 1.3 nos. 1, 2(b), 2(c), 2(d), 2(e) and 4.

LECTURE UNIT 1.2 FIXED POINT ITERATION

Number of lectures: 2

Source: Textbook Sections 1.5, 1.6 and 1.7.

Learning outcomes

After completion of this unit you must

1. know that a fixed point of a function g is a solution of the equation g(x) = x;

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 2. be able to write an equation f (x) = 0 in fixed point form g(x) = x;

3. be able to use fixed point iteration to find approximate solutions of equations;

4. be able to define, calculate and use the error, absolute error and the relative error
of an approximation;

5. be able to explain convergence/divergence of a sequence;

6. know that if a sequence of fixed point iterations converges, then the limit of the
sequence is a fixed point of the function;

7. know and be able to prove and apply the theorem establishing a condition for the
uniqueness of a fixed point;

8. know and be able to apply the theorems that claim convergence/divergence of a

sequence generated by fixed point iteration;

9. be able to illustrate graphically the convergence/divergence of sequences generated

by fixed point iteration.

Remark: Theorem 6, Section 1.7 is not for examination purposes.

Tutorial: Textbook Exercise 1.5 nos. 1, 2, 6 and 7

Exercise 1.6
Exercise 1.7 nos. 1, 3, 4 and 6.

LECTURE UNIT 1.3 NEWTON-RAPHSON AND RELATED METHODS

Number of lectures: 2

Source: Textbook Sections 1.8 and 1.9.

Learning outcomes

After completion of this unit you must be able to

1. illustrate graphically the sequences generated by the Newton-Raphson method, the

secant method and the regula falsi method;

2. use the Newton-Raphson method, the secant method and the regula falsi method
to find approximate solutions of equations;

3. define the order of a zero of a function;

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 4. explain why the Newton-Raphson and the secant methods are sometimes not suc-
cessful.

Tutorial: Textbook Exercise 1.8 nos. 1(a), 1(b), 2(a), 2(b), 3, 4 and 6
Exercise 1.9 nos. 1, 2, 3(a), 4(a), 5 and 6.

LECTURE UNIT 1.4 CONVERGENCE

Number of lectures: 2

Source: Textbook Sections 1.10, 1.11 and 1.12.

Learning outcomes

After completion of this lecture unit you must

1. know that the Newton-Raphson method is a special case of fixed point iteration,
f (x)
namely with x = g(x) = x − ′ ;
f (x)
2. know and be able to apply the theorems that claim convergence of a sequence
generated by the Newton-Raphson method;

3. know the theorem regarding the relationship between the continuity of the functions
g ′ and f ′′ in the fixed point p of the function g;

4. know and be able to apply the theorems that claim convergence of a sequence
generated by the secant and regula falsi methods;

5. know the definition of the order of convergence of a sequence;

6. know and be able to apply and prove the theorems that deal with the order of
convergence of fixed point iterations and the Newton-Raphson method;

7. know and be able to apply the theorem regarding the order of convergence of the
secant method;

8. be able to explain the difference between linear, superlinear and quadratic conver-
gence.

Tutorial: Textbook Exercise 1.10 nos. 1, 2, 3, 4 and 5

Exercise 1.11
Exercise 1.12.

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THEME 2 NUMERICAL INTEGRATION

LECTURE UNIT 2.1 INTRODUCTION

Pre-knowledge: The definition of the definite integral and integration techniques.

Number of lectures: 1

Source: Textbook Sections 2.1 and 2.2.

Learning outcomes

After completion of this theme you must

1. know that the rectangle rules are Riemann sums;

2. be able to use rectangle rules to find an approximation of a definite integral (Rie-

mann integral);

3. know and be able to prove the degree of accuracy of the rectangle rules.

Tutorial: Textbook Exercise 2.1

Exercise 2.2 nos. 1(a, d and e), 2(a, d and e), 3(a, d and e),
9, 10, 11, 12 and 14(b). (Challenge: Nos. 8 and 13)

LECTURE UNIT 2.2 TRAPEZOIDAL AND SIMPSON RULES

Number of lectures: 1

Source: Textbook Sections 2.3 and 2.4.

Learning outcomes

After completion of this theme you must

1. know and be able to apply the formulas of the trapezoidal and Simpson rules;

2. know and be able to prove the degree of accuracy of the trapezoidal rule;

3. know the degree of accuracy of the Simpson rule.

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Tutorial: Textbook Exercise 2.3 nos. 1(a, d and e), 2, 6, 7 and 9
Exercise 2.4 nos. 1(a, d and e) and 2
(Challenge: Exercise 2.3 nos. 4, 5 and 8 and Exercise 2.4 nos. 4 - 7).

Additional problem: Prove that for any number of subintervals,

Rb
1. a
f (x)dx = S(f, h) with f (x) = c for every x ∈ [a, b].

Rb
2. a
f (x)dx = S(f, h) with f (x) = x for every x ∈ [a, b].
LECTURE UNIT 2.3 ACCURACY

Number of lectures: 1

Source: Textbook Sections 2.6 and 2.7.

Learning outcomes

After completion of this theme you must

1. know the order of the local and global errors;

2. be able to apply the formulas for error estimates of the rectangle rules and the
trapezoidal and Simpson rules;

3. be able to determine the minimum number of intervals and maximum interval length
necessary to ensure a prescribed accuracy;

4. be able to derive an estimate (upper bound) of the global error, given the local error
estimate for the rectangle rules, the trapezoidal rule and Simpson’s rule.

Remark: You do NOT have to memorize the formulas for the error estimates.

Tutorial: Textbook Exercise 2.6 no. 1

Exercise 2.7 nos. 1, 2, 3, 4, 5, 6, and 7.

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THEME 3 INITIAL-VALUE PROBLEMS FOR
DIFFERENTIAL

LECTURE UNIT 3.1 FIRST-ORDER DIFFERENTIAL EQUATIONS:

EULER’S METHOD

Pre-knowledge: First-order differential equations (WTW 256, Theme 1).

Number of lectures: 1

Source: Textbook Sections 3.1, 3.2 and 3.3.

Learning outcome

After completion of this theme you must be able to apply Euler’s method and interpret
it geometrically, and calculate local and global errors.

Tutorial: Textbook Exercise 3.1 nos. 1(a), 1(d), 2 and 4

Exercise 3.3 nos. 1(a), 1(c), 2(a) and 2(b)
(Ignore the remark regarding the implicit solution).

LECTURE UNIT 3.2 ACCURACY AND THE TAYLOR SERIES METHOD

Number of lectures: 1 12

Source: Textbook Section 3.4.

Learning outcomes

After completion of this theme you must

1. know the difference between local and global errors;

2. know the order of the local and global errors for Euler’s method;
3. be able to apply the second-order Taylor series method;
4. know the order of the local and global errors for the second-order Taylor series
method.

Tutorial: Textbook Exercise 3.4.1

Exercise 3.4.2 nos. 1, 2(a), 2(c) and 3.

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LECTURE UNIT 3.3 FIRST-ORDER DIFFERENTIAL EQUATIONS:
THE IMPROVED EULER METHOD AND
NON-AUTONOMOUS DIFFERENTIAL EQUATIONS

Number of lectures: 1 21

Source: Textbook Section 3.6 and 3.9.

Learning outcomes

After completion of this theme you must

1. be able to apply the improved Euler method and interpret it geometrically;

2. know the order of the local and global errors for the improved Euler method;

3. be able to apply Euler’s method, the improved Euler method and the second-order
Taylor method for non-autonomous differential equations.

Tutorial: Textbook Exercise 3.6 nos. 1(a), 1(c) and 2

Exercise 3.9.1 nos. 1, 3(a), 3(b) and 3(c)
Exercise 3.9.2 nos. 1, 2(a), 2(b) and 2(c)
Exercise 3.9.3 nos. 1, 2(a), 2(b) and 2(c)
(Exercise 3.6 no. 5 is a challenge).

LECTURE UNIT 3.4 SYSTEMS OF DIFFERENTIAL EQUATIONS

Number of lectures: 1 12

Source: Textbook Section 3.10, 3.11 and 3.15.

Learning outcomes

After completion of this theme you must be able to

1. apply Euler’s method for systems of differential equations;

2. apply the improved Euler method for systems of differential equations;

3. distinguish between linear and nonlinear systems of differential equations.

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Remark: Only take note of the modified algorithms for Euler’s method and the im-
proved Euler method for linear systems of differential equations. It is not for examination
purposes.

Tutorial: Textbook Exercise 3.10 nos. 1, 2(a) and 2(c)

Exercise 3.11 nos. 1, 2(a) and 2(c)
Exercise 3.15 no 1.
LECTURE UNIT 3.5 HIGHER-ORDER DIFFERENTIAL EQUATIONS

1
Number of lectures: 2

Source: Textbook Section 3.12.

Learning outcome

After completion of this theme you must be able to write a differential equation of higher
order as a system of first-order differential equations and apply the numerical methods
for systems to it.

Tutorial: Textbook Exercise 3.12 nos. 1, 2, 3, 4 and 5.

LECTURE UNIT 3.6 FIRST-ORDER DIFFERENTIAL EQUATIONS:

RUNGE-KUTTA METHOD

Number of lectures: 1

Source: Textbook Section 3.13.

Learning outcomes

After completion of this lecture unit you must

1. know and be able to apply the fourth-order Runge-Kutta method;

2. know the order of the local and global errors for the fourth-order Runga-Kutta
method.

Tutorial: Textbook Exercise 3.13.

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LECTURE UNIT 3.7 RUNGE-KUTTA METHOD FOR SYSTEMS AND
HIGHER-ORDER DIFFERENTIAL EQUATIONS

1
Number of lectures: 2

Source: Textbook Section 3.14.

Learning outcome

After completion of this lecture unit you must know and be able to apply the fourth-order
Runge-Kutta method to systems of differential equations and higher-order differential
equations.

Tutorial: Textbook Exercise 3.14.

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THEME 4 SYSTEMS OF EQUATIONS

LECTURE UNIT 4.1 GAUSS ELIMINATION

Pre-knowledge: Systems of linear equations, matrix algebra and determinants.

(WTW 161)

Number of lectures: 1 21

Source: Textbook Sections 4.1, 4.2, 4.3, 4.5 and 4.7.

Learning outcomes

After completion of this unit you must be able to

1. solve a system of linear equations with Gauss elimination;

2. identify an upper triangular and lower triangular matrix;
3. know conditions under which a square system has a unique solution;
4. explain what an ill-conditioned system is;
5. apply trivial, partial and maximal pivoting;
6. determine whether a square matrix is strictly diagonally dominant;
7. know that if the coefficient matrix of a square system is strictly diagonally dominant,
the system has a unique solution.

Tutorial: Textbook Exercise 4.1 nos. 1, 2, 5 and 6

Exercise 4.2.2
Exercise 4.2.4
Exercise 4.3 no. 4
Exercise 4.5 no. 4(ii)
Exercise 4.7.

LECTURE UNIT 4.2 FACTORIZATION OF A MATRIX

Number of lectures: 1

Source: Textbook Section 4.6.

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Learning outcomes

After completion of this unit you must be able to

1. factorize an invertible (non-singular) matrix;

2. solve a linear system of equations by factorizing the coefficient matrix.

Tutorial: Textbook Exercise 4.6 nos. 1 and 4.

LECTURE UNIT 4.3 ITERATIVE METHODS FOR LINEAR SYSTEMS

Number of lectures: 1

Source: Textbook Sections 4.8, 4.9 and 4.10.

Learning outcomes

After completion of this unit you must

1. know and be able to apply the Jacobi method and the Gauss-Seidel method;
2. be able to define and calculate the 1-norm, 2-norm and maximum norm of a vector;
3. know a sufficient condition for the convergence of Jacobi iterations and Gauss-Seidel
iterations.

Tutorial: Textbook Exercise 4.8

Exercise 4.9 no. 2 (Do it only for no. 2 of Exercise 4.8).

LECTURE UNIT 4.4 ITERATIVE METHODS FOR NON-LINEAR

SYSTEMS

Pre-knowledge: Quadratic equations (WTW 161).

Number of lectures: 2

Source: Textbook Section 4.11, 4.12 and 4.13.

Learning outcomes

After completion of this unit you must be able to

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 1. define a fixed point of a vector field;

2. solve a system of non-linear equations with fixed point iteration;

3. define and calculate the Jacobian matrix of a vector field;

4. define the norm of a matrix;

5. state and use a sufficient condition for the convergence of fixed point iterations for
a system of equations;

6. apply Newton’s method to a system of two equations.

Tutorial: Textbook Exercises 4.11 nos. 1, 3 and 4

Exercise 4.12
Exercise 4.13.

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