Numerical analysis

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.

• Linear systems
• Linear 0ptimisation with and without constraint
• Nonlinear optimization with and without constraint
• Numerical integration
• Discretization of partial differential equations