Numerical Analysis

The research focus for the Division of Numerical Analysis is on numerical methods for the solution of partial differential equations, stochastic differential equations and numerical linear algebra.

The research encompasses a wide range of methods, including finite difference, finite element and boundary integral methods, multi scale methods, Krylov methods and Monte Carlo methods. Applications are found within diverse fields such as for example electro magnetics, fluid mechanics, financial mathematics, quantum mechanics, biology and medicine.

Read more about our research

The Division of Numerical Analysis runs first-cycle courses on numerical methods within most engineering programs at KTH. Several second-cycle courses are available, and a specialization in the subject is offered within the Doctoral program in Applied and Computational Mathematics.

History

The first professor chair in Numerical Analysis in Sweden was founded at KTH in 1962. Germund Dahlquist held this title until he was succeeded by Björn Engquist in 1992. Currently, the division has several professors and other faculty that are active both within research and teaching.