Descriptif

This course is an introduction to numerical modeling, complemented with some refreshing on related mathematical notions. The first part will consist of a mix of exercises and targeted lectures. It will be concluded by an exam. In the second part, groups of two will work on numerical projects, which results will be presented during an oral defense. 

The following topics will be addressed:

Introduction to numerical modeling
Sets and numbers
Linear systems and matrices
Diagonalization and applications
Functions of several variables, classical differential operators
Convex sets and functions, notions of optimization
Nonlinear equations and systems
Polynomial interpolation and numerical integration
Trigonometric interpolation, Fourier series and Fourier transform
Ordinary differential equations

Langue du cours : Anglais