MATH-250 / 5 crédits

Enseignant: Kressner Daniel

Langue: Anglais

## Summary

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

## Keywords

numerical algorithms

numerical linear algebra

## 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.

## Bibliography

Detailed lecture notes accompanying the course will be provided.

• 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

## Prerequisite for

Computational linear algebra

Numerical integration of dynamical systems

Other Master courses in numerical analysis and applied mathematics

## Dans les plans d'études

• Semestre: Printemps
• Forme de l'examen: Ecrit (session d'été)
• Matière examinée: Numerical analysis
• Cours: 2 Heure(s) hebdo x 14 semaines
• Exercices: 2 Heure(s) hebdo x 14 semaines

## Semaine de référence

 Lu Ma Me Je Ve 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