Implementation of numerical methods
Many techniques from scientific computing - such as numerical methods for solving differential equations, root finding for non-linear functions, or iterative linear algebra techniques - are based on rigorous mathematics from the fields of analysis or algebra. As such, theoretical results exist for the rate of convergence - or even, occasionally, divergence - of these techniques. The aim of this project is to choose a suitable scientific computing technique, understand the theoretical basis of this technique, and then implement it computationally using the theory to ensure that the implementation is both correct and efficient.
Prerequisites: first year linear algebra and continuous mathematics. Numerical Solution of Differential Equations would be desirable.