MATH-250 / 5 credits

Teacher: Kressner Daniel

Language: English


Summary

Construction and analysis of numerical methods for the solution of problems from linear algebra, integration, approximation, and differentiation.

Content

Keywords

numerical algorithms

numerical linear algebra

Learning Prerequisites

Required courses

Analysis I and II

Linear Algebra

Recommended courses

Elements of scientific programming

Learning Outcomes

By the end of the course, the student must be able to:

  • Choose a convenient method to solve a specific problem
  • Interpret the computational results in view of the existing theory
  • Estimate numerical errors
  • Apply numerical algorithms to solve specific problems

Transversal skills

  • Use a work methodology appropriate to the task.
  • Give feedback (critique) in an appropriate fashion.
  • Use both general and domain specific IT resources and tools
  • Access and evaluate appropriate sources of information.

Teaching methods

Ex cathedra lectures and exercises in the classroom and on the computer

Expected student activities

Attendance of lectures

Doing exercises

Implementing simple programming tools

Solving basic applied mathematics problems

Assessment methods

Form of examination:

17% project or homework. 83% exam.

Resources

Bibliography

Detailed lecture notes accompanying the course will be provided.

Complementary reading:

  • A. Quarteroni, R. Sacco et F. Saleri : « Méthodes Numériques Algorithmes, analyse et applications » Springer, 2007, ISBN 978-88-470-0495-5.A.
  • Quarteroni, R. Sacco et F. Saleri : « Numerical Mathematics » Springer, 2007, ISBN 978-3-540-34658-6.A.
  • Quarteroni et F. Saleri : « Calcul Scientifique : Cours, exercices corrigés et illustrations en MATLAB et OCTAVE », Springer, 2006, ISBN 978-88-470-0487-0. Edition Française

 

 

Ressources en bibliothèque

Prerequisite for

Computational linear algebra

Advanced numerical analysis

Numerical integration of dynamical systems

Other Master courses in numerical analysis and applied mathematics

In the programs

  • Semester: Spring
  • Exam form: Written (summer session)
  • Subject examined: Numerical analysis
  • Lecture: 2 Hour(s) per week x 14 weeks
  • Exercises: 2 Hour(s) per week x 14 weeks

Reference week

 MoTuWeThFr
8-9     
9-10     
10-11     
11-12     
12-13     
13-14     
14-15     
15-16     
16-17     
17-18     
18-19     
19-20     
20-21     
21-22