TU Delft
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2011/2012 Applied Sciences Master Chemical Engineering
Applied Numerical Mathematics (ANM)
Responsible Instructor
Name E-mail
Dr. G. Biskos    G.Biskos@tudelft.nl
Prof.dr.ir. C.R. Kleijn    C.R.Kleijn@tudelft.nl
Name E-mail
Ir. S.J. Huynink    S.J.Huynink@tudelft.nl
Contact Hours / Week x/x/x/x
Education Period
Start Education
Exam Period
Course Language
Expected prior knowledge
linear algebra; calculus;
Course Contents
Linear algebra: Gaussian elimination, determinants, inversion, norm, rank, sparse/banded matrices;
Nonlinear algebra: bracketing, iterative methods, Newton, secant, systems of nonlinear equations, Levenberg-Marquart, steepest descent;
Initial value problems: ODE's, Euler, implicit/explicit, stability/accuracy, stiff problems, DAE systems;
Optimization: parameter estimation, least squares;
Boundary value problems: finite differences, upwinding, preconditioning;
Fourier analysis: convolution, correlation;
Probability: distributions, Monte-Carlo;
Study Goals
A short introduction to Matlab will be provided at the beginning of the course.
The mandatory exercises require a minimum of Matlab skills.

After succesfully completing this course students will be:
- Acquainted with those numerical methods that are required to solve problems in later MSc courses;
- able to use software libraries of solvers;
- understand what goes on inside such solvers.
Education Method
During 14 weeks, we will have one lecture (2 hours) and one hands-on Matlab practice session (4 hours) per week; The theory is explained in the weekly lectures, and tested during two examns; During the Matlab sessions you learn to apply the theory, through using Matlab, to a variety of ChemE problems; Your Matlab skills are tested in 2 series of mandatory homework assignments;
Computer Use
This course involves heavy use of computers and matlab, both durong computer classes and for homework assignments
Literature and Study Materials
(parts of): Numerical Methods for Chemical Engineering: Applications in Matlab, Kenneth J. Beers, Cambridge University Press, 2007
Selected extra material available via Blackboard (Course Documents)
K.J. Beers; Numerical Methods for Chemical Engineers - applications in Matlab; Cambridge University Press 2007
There is an (open book) theory exam after the first period and a theory exam after the second period. Only the book can be used during these exams, no lecture notes etc. There is a re-sit for both exams after the third period. There is a series of mandatory homework assignments during the first period, and a series of mandatory homework assignments during the second period. The final grade is a weighted average over the 2 exam grades (25% each) and the two series of homework assignments (25% each). A passing grade can only be obtained if a score of at least 4.5 is obtained for each of the two theory exams.
Please note that the mandatory homework has to be done in the precribed periods, and that homework grades cannot be improved later.
Permitted Materials during Tests
book; (no lecture notes)
14 weeks, 6 hours/week lectures and computer classes; 5x8 hours homework assignments; 2x20 hours exam preparation