This course is an introduction to numerical modeling, complemented with some refreshing on related mathematical notions. The first part will consist of a mix of exercises and targeted lectures. It will be concluded by an exam. In the second part, groups of two will work on numerical projects, which results will be presented during an oral defense.

The following topics will be addressed:

Introduction to numerical modeling
Sets and numbers
Linear systems and matrices
Diagonalization and applications
Functions of several variables, classical differential operators
Convex sets and functions, notions of optimization
Nonlinear equations and systems
Polynomial interpolation and numerical integration
Trigonometric interpolation, Fourier series and Fourier transform
Ordinary differential equations

Langue du cours : Anglais 

This course is devoted to an introduction to numerical modeling and subsequent project work done in groups of two. The first part consists of several lectures and exercises. In the second part, groups of two, will work on numerical projects, which results will be presented in December.


  1. Introduction to numerical modeling
  2. Classification of differential equations
  3. Numerical methods for ODEs
  4. Numerical methods for PDEs
  5. Solution of linear and nonlinear systems
  6. Project work in groups of two

Langue du cours : Anglais