Teacher(s)
Language
French
Main themes
This course is intended as an introduction to techniques for carrying out numerical computation on computers.
The course serves three main goals:
The course serves three main goals:
- the understanding of basic numerical techniques with the underlying mathematical notions,
- the hability to interpret the reliability of numerical results,
- the programming skills to implement simple numerical algorithms with Python.
Learning outcomes
At the end of this learning unit, the student is able to : | |
| 1 | At the end of this course, students will be able to: - distinguish between physical reality, mathematical model and numerical solution; - understand the characteristics of the methods: precision, convergence, stability; - choose a method taking into account precision and complexity requirements; - implement a numerical method; - critically interpret results obtained on a computer. With regard to the AA reference of the program "Bachelor in Engineering Sciences, orientation civil engineer", this course contributes to the development, acquisition and evaluation of the following learning outcomes: - AA 1.1, 1.2 -AA 2.2, 2.3, 2.4, 2.6, 2.7 -AA 3.1, 3.2, 3.3 - AA 4.1, 4.4 |
Content
This course presents a broad overview of numerical methods, using calculus, algebra and computing science. The student must become aware of the relevant issues in selecting appropriate method and software and using them wisely, in terms of computational cost, numerical accuracy, complexity and stability. To make the presentation concrete and appealing, the programming environment PYTHON is adopted as a faithful companion.
Topics include:
Topics include:
- Error analysis: modelling error, truncation error, convergence and approximation order, floating point number representation (IEEE754).
- Approximation and interpolation: Lagrange polynomials, spline functions, NURBS, orthogonal polynomials, error estimators.
- Numerical integration and differentiation: backward and centered finite difference, midpoint, trapezoidal and Simpson formula, adaptive techniques.
- Ordinary Differential Equations (ODE): Taylor and Runge Kutta methods, predictor-corrector methods, stability on unbounded intervals and perturbation analysis.
- Linear equations: factorization methods and iterative techniques, complexity, computation of eigenvalues.
- Nonlinear equations: bisection and Newton methods, optimisation applications.
- Partial Differential Equations (PDE): boundary value problems (Laplace, heat equation, waves equation), approximation by finite differences.
Teaching methods
Lectures in auditorium, supervised exercise and problem sessions, and unsupervised assignments.
Real-life examples using numerical methods
Use of Python software
Real-life examples using numerical methods
Use of Python software
Evaluation methods
In-session written exam with form, but without calculator.
Continuous assessment (homeworks) accounts for 10% of the final grade.
A quiz may be organized during the year.
This can only have a positive influence on the final grade.
It is never possible to represent this test.
Continuous assessment (homeworks) accounts for 10% of the final grade.
A quiz may be organized during the year.
This can only have a positive influence on the final grade.
It is never possible to represent this test.
Online resources
Faculty or entity
