ObjectivesThe objective of this course consists in the analysis of the difficulties related to the restricted numerical precision on actual computers.
SyllabusThe course is based on two main themes:
- We are first interested in the low level numerical tools that are widely used in many computer codes ; these fundamental tools include numerical integration, the computation of the solutions of linear and non linear equations and systems, random generators, ... This analysis allows to understand the limitations and numerical difficulties that may be encountered in numerical computation, and to propose alternative approaches.
- In a second step, these low level numerical tools are used to solve classical numerical problems, including ordinary differential and partial derivative equations ; various examples are presented, including temporal evolutive problem.
Parallel computing is also presented to reduce computation time ; the parallel computing techniques are illustrated by POSIX and OpenMP implementations.
Links to other course modulesThese various numerical methods are implemented during practical courses with Matlab, see Numerical analysis with Matlab.
Requirements : Basics of programming, gained in the Programming in C/C++ module.
Evaluation mechanism : 2h30 written examination.
Last Modification : Monday 12 June 2017