Numerical analysis

Summary

The course presents numerical methods for solving mathematical problems such as systems of linear or nonlinear equations, function approximation, integration and differentiation, and the solution of differential equations.

Content

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Learning Prerequisites

Required courses

• Analyse
• Algèbre linéaire

Recommended courses

• Bases de programmation

Learning Outcomes

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

• Compare algorithms based on their requirements, key concepts, convergence behavior, and computational complexity.
• Choose an algorithm for a given problem.
• Analyze the stability of algorithms.
• Analyze the convergence of certain algorithms.
• Implement the algorithms discussed in the course.
• Interpret the results of a computation.

Teaching methods

Lectures.

Theoretical and implementation exercises.

Expected student activities

• Solving theoretical problems assigned in the exercise sets.

• Solving implementation tasks on a computer.

Assessment methods

Written exam.

Supervision

Office hours	No
Forum	Yes

Resources

Virtual desktop infrastructure (VDI)

Yes

Bibliography

• Alfio Quarteroni, Riccardo Sacco, and Fausto Saleri. Numerical Mathematics. 2nd edition. Volume 37. Texts in Applied Mathematics. Berlin and Heidelberg: Springer, 2007

 

Notes/Handbook

Lecture notes will be provided.

Moodle Link

• https://go.epfl.ch/MATH-251_e