The goal of this course is to provide fundamental knowledge to be able to formalize a problem into a numerical one, taking into account the existing abilities and limitations in terms of accuracy, stability and efficiency. The course alternates between theory and practice in MatLab to have a first approache of numerical computing software .

- Computer algebra and numerical computation
- Accuracy, Stability, Convergence and Efficiency
- Discrete and continuous norms
- Linear systems
- Linear 0ptimisation with and without constraint (least squares simplex direct and iterative methods)
- Non-linear optimization with and without constraint (gradient descent, conjugate gradient, Levenberg-Marquardt)
- Methods of deterministic integration (quadrature) and stochastic (Monte Carlo, density estimation)
- Basis functions (polynomials, piecewise polynomials) spatial and directional
- Discretization of partial differential equations (explicit and implicit schemes)
- Finite elements and volumes

Last Modification : Thursday 10 September 2015