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Teaching coordinator :

Gabriel Stoltz
  

Teaching staff :
David Benoit
Fabien Casenave

Level : Graduate

Course Language : French

Term : Fall

Number of hours : 11

ECTS Credits : 0
SGS_C1003 Introduction to Scientific computing
Teaching site :
Objective: This series of lectures is an introduction to the broad field of scientific computing. Its main aim is to teach you some tools to decide whether a numerical result produced by a computer code can be trusted or not. Numerical studies are ubiquitous in strategic and political decisions -- such as allowing long-term underground storage of nuclear waste, to name just one example. A computer always gives a numerical result, but is it the correct one?

More precisely, at the end of this series of lectures, you will know
  • which questions to ask to assess the reliability of a numerical result, by carefully distinguishing the various possible sources of errors
  • some numerical algorithms used on a daily basis (explicitly or implicitly), theirs successes and limitations
  • how to implement in a computer code a few basic algorithms and test their limitations


Programme:
  • general concepts of scientific computing (modelling, error analysis)
  • numerical computation of integrals : deterministic and stochastic methods
  • numerical integration of ordinary differential equations


Requirements : Undergraduate analys and probability theory lectures.

Evaluation mechanism : Short reports for the computer hands-on and exercice sessions.

Last Modification : Friday 13 July 2012

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