Number of hours
- Lectures 18.0
- Projects -
- Tutorials -
- Internship -
- Laboratory works 9.0
- Written tests -
ECTS
ECTS 2.5
Goal(s)
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)
Laurent LEFEVRE
Content(s)
*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
Any undergraduate courses in calculus and linear algebra
The course exists in the following branches:
- Curriculum - EIS - Semester 7
Course ID : 4AMMA441
Course language(s):
The course is attached to the following structures:
You can find this course among all other courses.
- 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