Applying numerical methods to solve complex mathematical problems is an essential skill for applied mathematicians, data scientists and others. This module introduces the techniques needed to solve a variety of important problem types and applies these methods using the Python programming language. We introduce all the necessary elements of the Python language within the module.
The module comprises ten units:
Unit 1: Getting started
You’ll start with solving equations of one variable using various iterative methods, such as the bisection method, simple iteration, and the Newton–Raphson method. The Python programming language is introduced and used to implement these methods. You’ll also learn about the convergence of simple iterative schemes.
Unit 2: Interpolation
This unit introduces practical root-finding, Lagrange interpolation, least-squares curve fitting and splines.
Unit 3: Systems of linear equations
Unit 3 begins with solving systems of linear equations by LU decomposition and then discusses ill-conditioning and applications in finding eigenvalues and least-squares curve fitting.
Unit 4: Data analysis
In this unit, you’ll learn methods for analysing big data, including singular value decomposition (SVD), principal component analysis (PCA), independent component analysis (ICA), and multidimensional scaling and k-means.
Unit 5: Linear programming
This unit primarily covers the simplex method for solving linear programming problems, including the two-phase simplex method, duality, and sensitivity analysis.
Unit 6: Systems of nonlinear equations
In this unit, you’ll learn the Newton–Raphson method for multivariate problems and quasi-Newton methods, such as Broyden’s method. The unit also further discusses the convergence of simple iterative schemes.
Unit 7: Nonlinear optimisation
This unit starts with minimising functions of one variable before moving on to multivariate problems, including both unconstrained minimisation and constrained minimisation with equality and inequality constraints.
Unit 8: Differential equations
This covers numerical differentiation and integration using Newton–Cotes formulae, such as the trapezium and Simpson methods. Initial value problems are solved using Euler and Runge–Kutta methods, and boundary value and eigenvalue problems are solved using shooting methods.
Unit 9: Random processes
This unit introduces the basic theory of random variables, including random walks and Markov chains. The unit discusses Monte Carlo integration and finishes with the numerical solution to stochastic differential equations.
Unit 10: Case studies
The final unit contains a series of case studies that consolidate ideas presented in the previous units and provide background for the end-of-module assignment.
The full content list is on the Open mathematics and statistics website.
This module has been awarded a quality mark by the Royal Statistical Society, providing reassurance that the teaching, learning and assessment within this module is of high quality and meets the needs of students and employers.
You’ll get help and support from an assigned tutor throughout your module.
They’ll help by:
Online tutorials run throughout the module. While they’re not compulsory, we strongly encourage you to participate. Where possible, we’ll make recordings available.
Course work includes:
You’ll have access to a module website, which includes:
Additionally, the website includes:
We also provide physical:
You can study this module on its own or use the credits you gain towards an Open University qualification.
MST374 is an option module in our:
Computational applied mathematics (MST374) starts once a year – in October.
It will next start in October 2026.
We expect it to start for the last time in October 2030.
As a student of The Open University, you should be aware of the content of the academic regulations, which are available on our Student Policies and Regulations website.
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