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
- 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