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Open CourseWare >> Master 1 - 2A >> Scientific courses 2A - Bordeaux
Lecturer :

Xavier Granier
  

Teaching staff :
Thibault Lambert
Simon Bernon

Level : Graduate

Course Language : French

Term : Winter & Spring

Number of hours : 0
0279 Numerical methods & MatLab
Teaching site :
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

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