UE Numerical methods

Degrees incorporating this pedagocial element :

Description

This course offers an introduction to numerical analysis.

Content:

  • Approximation and interpolation.
  • Numerical integration and derivation.
  • Numerical methods for nonlinear problems.
  • Numerical resolution of ordinary differential equations (non-stiff, stiff) and differential algebraic equations.
  • Numerical linear algebra:
    • Fast linear solvers (direct and iterative).
    • Fast eigen-solvers.