Numerical Analysis S5

Lecturer(s): Laurent SEPPECHER, Grégory VIAL
Course ⋅ 12 hTC ⋅ 14 h


We will present basic numerical methods useful for engineering. Applications are given, which motivate the development of such methods, together with a systematic analysis of the accuracy.


Approximation, linear systems, numerical integration, differential equations, optimisation.


  • Linear systems, eigenvalues.
  • Optimization, non-linear equation.
  • Interpolation, numerical integration.
  • Numerical approximation of ordinary differential equations.
  • Discretization of linear partial differential equations.

Learning Outcomes

  • Identify the procedure of numerical simulation.
  • Make a choice between different methods.
  • Implement simple algorithms with Matlab.
  • Combine several numerical methods.


valuation = 75% knowledge + 25% know-how (Knowledge = 100% final exam and know-how = 100% continuous assessment).