Numerical resolution techniques (Techniques de résolution numérique)

  • Cours (CM) 18h
  • Cours intégrés (CI) -
  • Travaux dirigés (TD) 18h
  • Travaux pratiques (TP) -
  • Travail étudiant (TE) -

Langue de l'enseignement : Anglais

Description du contenu de l'enseignement

Content (16h CM, 8h TD):
  • Numerical resolution of linear systems of equations: direct methods (LU, Cholesky), iterative methods (Jacobi, Gauss-Seidel, relaxation, Krylov spaces, conjugate gradient). Sparse matrices.
  • Numerical resolution of non-linear systems of equations : Picard’s iterations, Newton and quasi Newton methods.
  • Numerical resolution of differential equations. One-step methods (Runge-Kutta). Multi-step methods. Stability notions.
  • Stiff problems, implicit methods.
  • Programming langage : C/C++ ; python.

Compétences à acquérir

Objectives:
  • Being able to write a simple program.
  • Being able to solve a system of linear equation.

Skills to acquire:
  • choose the numerical resolution technique best suited to solve a given engineering problem.
  • know how to use numerical techniques.
  • understand how numerical tools work.

Contact

Faculté de physique et ingénierie

3-5, rue de l'Université
67084 STRASBOURG CEDEX

Formulaire de contact

Responsable

Yannick Hoarau

Intervenants

Christophe Prud'Homme