Scientific computing - 4AMMA441
A+Augmenter la taille du texteA-Réduire la taille du texteImprimer le documentEnvoyer cette page par mail
Goals
This course is an introduction to scientific computing and the specificities related with floating point arithmetics and calculus on computers. It aims at providing the students a working knowledge in the analysis of:
*well-posedness or ill-conditioning
*numerical stability or unstability of numerical algorithms
*accuracy and complexity of numerical algorithms. Les étudiants sont amenés à évaluer
These concepts are then illustrated on the following problems:
*iterative methods for non linear algebraic equation
*Numerical integration of ordinary differential equations (initial value problems)
Content *Computer arithmetics and round-off errors
**Floating point arithmetics
**Basic operations and round-off errors
**Error propagation, conditioning and numerical stability
*Iterative methods
**Fixed point theorems
**Order of convergence and convergence acceleration methods
**Application to non linear equations
*Numerical integration of ODEs
**Existence and conditioning results
**One-step methods
**Multi-steps methods
**Stiff problems
PrerequisitesAny undergraduate courses in calculus and linear algebra
Additional Information Course ID : 4AMMA441
Course language(s): 
The course is attached to the following structures:
You can find this course among all other courses.
Bibliography - Accuracy and Stability of Numerical Algorithms, N.J. Higham, SIAM Publications, Philadelphia, 1995.
- Analyse Numérique, Sous la direction de J. Baranger, Hermann 1991.
- Introduction à l'analyse numérique, J. Rappaz et M. Picasso, Presses Polytechniques Romandes, 2004
A+Augmenter la taille du texteA-Réduire la taille du texteImprimer le documentEnvoyer cette page par mail
Date of update May 29, 2015