MATH-251(a) / 3 crédits

Enseignant: Kressner Daniel

Langue: Anglais


Summary

This course presents numerical methods for the solution of mathematical problems such as systems of linear and non-linear equations, functions approximation, integration and differentiation, and differential equations.

Content

  • Polynomial approximation: interpolation and least squares
  • Numerical differentiation and integration
  • Direct methods for solving systems of linear equations
  • Iterative methods for solving systems of linear and non-linear equations
  • Numerical approximation of differential equations.

In the exercise the students will implement and test the studied methods using Python.

 

Keywords

Numerical algorithms, polynomial interpolation, numerical integration, numerical linear algebra, numerical solution of ODEs, iterative methods.

Learning Prerequisites

Required courses

  • Analyse
  • Algèbre linéaire

Recommended courses

Programmation

Learning Outcomes

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

  • Choose a method for solving a specific problem
  • Interpret in the light of theory the results obtained from a computation
  • Estimate numerical errors
  • Prove theoretical properties of numerical methods
  • Implement numerical algorithms
  • Apply numerical algorithms to specific problems
  • Describe numerical methods
  • State the theoretical properties of mathematical problems and numerical methods

Transversal skills

  • Use both general and domain specific IT resources and tools
  • Access and evaluate appropriate sources of information.

Teaching methods

Ex cathedra lectures, exercices in class and with computers

Expected student activities

  • Attendance to lectures
  • Exercises resolution
  • Resolution of elementary problem with computers

Assessment methods

Written exam. The exam may require the resolution of problems in a computer using Python.

Supervision

Office hours Yes
Assistants Yes
Forum Yes

Dans les plans d'études

  • Semestre: Automne
  • Forme de l'examen: Ecrit (session d'hiver)
  • Matière examinée: Numerical analysis
  • Cours: 2 Heure(s) hebdo x 14 semaines
  • Exercices: 1 Heure(s) hebdo x 14 semaines
  • Type: obligatoire
  • Semestre: Automne
  • Forme de l'examen: Ecrit (session d'hiver)
  • Matière examinée: Numerical analysis
  • Cours: 2 Heure(s) hebdo x 14 semaines
  • Exercices: 1 Heure(s) hebdo x 14 semaines
  • Type: obligatoire
  • Semestre: Automne
  • Forme de l'examen: Ecrit (session d'hiver)
  • Matière examinée: Numerical analysis
  • Cours: 2 Heure(s) hebdo x 14 semaines
  • Exercices: 1 Heure(s) hebdo x 14 semaines
  • Type: obligatoire

Semaine de référence

Jeudi, 8h - 10h: Cours GCA330

Jeudi, 10h - 11h: Exercice, TP INF3

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