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Scientific computing - 4AMMA448

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  • Number of hours

    • Lectures : 9.0
    • Tutorials : 9.0
    • Laboratory works : 9.0
    ECTS : 2.0

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)

Contact Laurent LEFEVRE

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



Prerequisites

Any undergraduate courses in calculus and linear algebra

Tests



Additional Information

Curriculum->EIS (Apprenticeship)->4A_APPRENTI

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Date of update June 25, 2015

French
Grenoble INP - Esisar
Grenoble INP - Esisar
50 rue Barthélémy de Laffemas CS 10054
​​​​​​​26902 Valence Cedex 09 - France
Tél : 04 75 75 94 00 - Fax : 04 75 43 56 42
 
 
         
Université Grenoble Alpes