Numerical methods (05_XBNUM)

• Coefficient : 2
• Hourly Volume: 40.0h (including 18.0h supervised)
  CTD : 9h supervised (and 1.5h unsupervised)
  Labo : 9h supervised (and 1.5h unsupervised)
  Out-of-schedule personal work : 19h

AATs Lists

Description

Differential Equations and Systems

• Cauchy-Lipschitz Theorem
• Definition, convergence, and order of a numerical method. Coding and exploitation of different methods, numerical study of their properties.
• A-stability of a numerical method: theoretical study and theoretical and practical applications.

Learning Outcomes AAv (AAv)

• AAv1 [heures: 40, B3,B4] : at the end of this course, each student knows how to solve any differential problem using a numerical method and characterize the properties of this method.

Assessment methods

The evaluation is done by a long evaluation, the average of several short assessments of CTD and lab

Key Words

Differential equations and systems, convergence, A-stability, programming.

Prerequisites

Undergraduate linear algebra program, first year post-baccalaureate analysis program.

Resources

Jean-Pierre Demailly, Analyse numérique et équations différentielles, collection Grenoble Sciences.