Scientific computing - 4AMMA448

Number of hours
- Lectures 9.0
- Projects -
- Tutorials 9.0
- Internship -
- Laboratory works 9.0
- Written tests -
ECTS
ECTS 1.5

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)

Responsible(s)

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

Prerequisites

Any undergraduate courses in calculus and linear algebra

Test

Calendar

The course exists in the following branches: