SF2520 Applied Numerical Methods 7.5 credits

Tillämpade numeriska metoder

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Offering and execution

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Course information

Content and learning outcomes

Course contents *

  • numerical treatment of ordinary and partial differential equations;
  • numerical solution of large linear systems of algebraic equations;
  • solution of differential equations with discretization by difference methods and
    finite element methods;
  • solution of linear systems of equations by direct and iterative methods;
  • orientation about mathematical modeling;
  • orientation about software for scientific computing

Intended learning outcomes *

The overall goal of the course is to give you knowledge and tools about how to formulate, analyze and implement advanced computer methods based on numerical algorithms for solving mathematical models from scientific and engineering applications.
After completing the course you should be able to

  • for a given mathematical model, identify the problem type and suggest a suitable algorithm for the numerical solution;
  • implement an algorithm in a programming language suitable for numerical solution of a mathematical model;
  • identify suitable software for numerical solution of problems from scientific and engineering applications;
  • utilise computer tools for simulation and visualization of mathematical models
    in science and engineering;
  • recognize and construct simple model problems for the analysis of stability and accuracy of a numerical model;
  • among several possble numerical methods choose a method that is is efficient;

Course Disposition

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Literature and preparations

Specific prerequisites *

Single course students: 90 university credits including 45 university credits in Mathematicsor Information Technology. English B, or equivalent

Recommended prerequisites

Basic courses in numerical analysis equivalent to DN1212 or DN1240, mathematical
courses corresponding to linear algebra, calculus and differential equations, good handling
with MATLAB.


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Lennart Edsberg: Introduction to computation and modeling for differential equations,
Wiley 2008, ISBN 978-0-470-27085-1
Lecture notes about numerical algebra.

Examination and completion

Grading scale *

A, B, C, D, E, FX, F

Examination *

  • LABA - Laboratory Work, 4.5 credits, Grading scale: A, B, C, D, E, FX, F
  • TEN1 - Written Examination, 3.0 credits, Grading scale: A, B, C, D, E, FX, F

Based on recommendation from KTH’s coordinator for disabilities, the examiner will decide how to adapt an examination for students with documented disability.

The examiner may apply another examination format when re-examining individual students.

Other requirements for final grade *

  • Labs completed (LABA)
  • Written Exam completed (TEN1)

Opportunity to complete the requirements via supplementary examination

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Opportunity to raise an approved grade via renewed examination

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Olof Runborg

Further information

Course web

Further information about the course can be found on the Course web at the link below. Information on the Course web will later be moved to this site.

Course web SF2520

Offered by


Main field of study *

Mathematics, Technology

Education cycle *

Second cycle

Add-on studies

DN2255 and other continued courses in Numerical methods


Olof Runborg (olofr@kth.se)

Ethical approach *

  • All members of a group are responsible for the group's work.
  • In any assessment, every student shall honestly disclose any help received and sources used.
  • In an oral assessment, every student shall be able to present and answer questions about the entire assignment and solution.