Numerical analysis and computational mathematics

Summary

The course provides an introduction to scientific computing. Several numerical methods are presented for the computer solution of mathematical problems arising in different applications. The software MATLAB is used to solve the problems and verify the theoretical properties of the numerical methods.

Content

Keywords

Numerical analysis; computational mathematics; numerical approximation; numerical algorithms; MATLAB

Learning Prerequisites

Required courses

Analysis (Calculus); Linear Algebra.

Important concepts to start the course

Basic knowledge of MATLAB.

Learning Outcomes

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

• Choose a numerical method for solving a specific math. problem
• Interpret the numerical results based on the theory
• Apply and implement the numerical algorithms for the solution of mathematical problems
• Assess / Evaluate the numerical errors

Teaching methods

Lectures; theoretical and practical exercises in the computer room.

Assessment methods

Project during the semester (1/3 of the grade) and written exam in the computer room (2/3 of the grade). The exam covers all the theoretical and practical arguments considered at the lectures and exercises. Part of the questions and problems are solved numerically with MATLAB; the exam includes the implementation and programming of numerical algorithms in MATLAB

Supervision

Resources

Moodle Link

• https://go.epfl.ch/MATH-456